+207.2%
UMC vs LTH
+54.1%
+153.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.0% | -0.6% | +5.6% | +5.1% |
| 30D | +7.7% | -4.6% | +12.3% | +8.6% |
| 3M | +1.7% | +32.8% | -31.1% | -7.4% |
| 6M | +113.9% | +64.6% | +49.3% | +87.3% |
| YTD | +168.9% | +62.6% | +106.3% | +134.4% |
| 1Y | +207.2% | +49.9% | +157.3% | +169.6% |
| All | +207.2% | +54.1% | +153.1% | +169.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling