+161.3%
UMC vs LTH
+156.3%
+5.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.8% | +5.5% |
| 7D | +6.6% | +1.5% | +5.1% | +6.1% |
| 30D | +16.6% | -3.1% | +19.6% | +17.2% |
| 3M | +11.0% | +28.1% | -17.1% | +3.6% |
| 6M | +131.3% | +67.4% | +63.9% | +102.3% |
| YTD | +182.5% | +59.8% | +122.7% | +148.5% |
| 1Y | +222.3% | +45.6% | +176.7% | +188.8% |
| 3Y | +253.0% | +162.0% | +91.0% | +162.3% |
| All | +161.3% | +156.3% | +5.0% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling