+84.4%
UMC vs LTH
+180.7%
-96.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -2.8% |
| 7D | +11.2% | -1.3% | +12.5% | +11.5% |
| 30D | -28.0% | +15.7% | -43.7% | -30.7% |
| 3M | -20.5% | +5.0% | -25.5% | -21.8% |
| 6M | -1.6% | +37.7% | -39.2% | -10.1% |
| YTD | +99.4% | +75.0% | +24.4% | +71.0% |
| 1Y | +120.4% | +82.6% | +37.8% | +86.8% |
| 3Y | +134.2% | +241.3% | -107.1% | +63.1% |
| 5Y | +78.8% | +135.4% | -56.6% | +19.7% |
| All | +84.4% | +180.7% | -96.4% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling