+171.7%
UMC vs LTH
+152.0%
+19.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.4% |
| 7D | +13.6% | -4.0% | +17.6% | +14.7% |
| 30D | +20.8% | -1.7% | +22.4% | +21.0% |
| 3M | +16.1% | +28.0% | -11.8% | +8.4% |
| 6M | +137.3% | +54.1% | +83.2% | +111.6% |
| YTD | +193.8% | +57.1% | +136.7% | +159.4% |
| 1Y | +236.1% | +45.8% | +190.3% | +201.0% |
| 3Y | +267.1% | +157.6% | +109.5% | +173.8% |
| All | +171.7% | +152.0% | +19.7% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling