+50.4%
ULTA vs LTH
+160.9%
-110.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +9.0% | -0.6% | +9.7% | +9.1% |
| 30D | +4.6% | -4.6% | +9.2% | +5.4% |
| 3M | +22.0% | +32.8% | -10.8% | +15.4% |
| 6M | -14.7% | +64.6% | -79.3% | -23.0% |
| YTD | -6.8% | +62.6% | -69.4% | -15.7% |
| 1Y | +6.5% | +49.9% | -43.4% | -2.4% |
| 3Y | +35.6% | +151.3% | -115.7% | +9.8% |
| All | +50.4% | +160.9% | -110.5% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling