+92.5%
UMC vs LTH
+186.8%
-94.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.9% |
| 7D | +0.1% | +0.3% | -0.1% | 0.0% |
| 30D | -28.7% | +17.7% | -46.4% | -31.6% |
| 3M | -15.1% | +8.5% | -23.6% | -17.1% |
| 6M | +5.0% | +46.9% | -42.0% | -5.6% |
| YTD | +108.2% | +78.8% | +29.4% | +77.7% |
| 1Y | +121.7% | +84.9% | +36.8% | +87.5% |
| 3Y | +139.8% | +246.4% | -106.6% | +66.5% |
| 5Y | +85.1% | +129.6% | -44.5% | +24.7% |
| All | +92.5% | +186.8% | -94.3% | +24.8% |
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