+42.8%
ULTA vs LTH
+150.3%
-107.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -3.9% | -3.7% | -0.1% | -3.2% |
| 30D | -1.1% | -5.3% | +4.3% | -0.1% |
| 3M | +13.8% | +24.2% | -10.4% | +9.0% |
| 6M | -17.2% | +54.8% | -72.1% | -24.4% |
| YTD | -11.5% | +56.1% | -67.5% | -19.4% |
| 1Y | +3.9% | +45.5% | -41.6% | -4.2% |
| 3Y | +29.5% | +155.9% | -126.4% | +4.4% |
| All | +42.8% | +150.3% | -107.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling