+171.1%
UMC vs LTH
+150.5%
+20.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -4.0% | +13.0% | +10.0% |
| 30D | +17.2% | -5.3% | +22.5% | +18.6% |
| 3M | +11.4% | +19.0% | -7.6% | +5.8% |
| 6M | +137.5% | +55.8% | +81.7% | +111.2% |
| YTD | +193.1% | +56.1% | +137.0% | +159.2% |
| 1Y | +240.3% | +41.3% | +199.0% | +207.2% |
| 3Y | +262.2% | +156.6% | +105.5% | +170.4% |
| All | +171.1% | +150.5% | +20.6% | +82.0% |
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