+253.0%
UMC vs LTH
+159.1%
+93.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.8% | +5.4% |
| 7D | +6.6% | +1.5% | +5.1% | +6.2% |
| 30D | +16.6% | -3.1% | +19.6% | +17.1% |
| 3M | +11.0% | +28.1% | -17.1% | +4.5% |
| 6M | +131.3% | +67.4% | +63.9% | +106.8% |
| YTD | +182.5% | +59.8% | +122.7% | +153.4% |
| 1Y | +222.3% | +45.6% | +176.7% | +193.4% |
| 3Y | +253.0% | +162.0% | +91.0% | +180.5% |
| All | +253.0% | +159.1% | +93.9% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling