+1.9%
UNH vs LTH
+150.5%
-148.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.5% | -4.0% | -0.5% | -4.3% |
| 30D | -6.5% | -5.3% | -1.2% | -6.3% |
| 3M | -6.0% | +19.0% | -25.0% | -6.8% |
| 6M | +33.7% | +55.8% | -22.1% | +30.4% |
| YTD | +16.4% | +56.1% | -39.7% | +13.6% |
| 1Y | +10.1% | +41.3% | -31.2% | +7.8% |
| 3Y | -16.3% | +156.6% | -173.0% | -19.9% |
| All | +1.9% | +150.5% | -148.5% | -3.5% |
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 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