+6.8%
UNH vs LTH
+160.9%
-154.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | -3.8% | -4.6% | +0.8% | -3.6% |
| 3M | +0.7% | +32.8% | -32.1% | -0.7% |
| 6M | +37.9% | +64.6% | -26.8% | +34.2% |
| YTD | +21.9% | +62.6% | -40.7% | +18.7% |
| 1Y | +31.4% | +49.9% | -18.6% | +28.3% |
| 3Y | -11.4% | +151.3% | -162.7% | -15.1% |
| All | +6.8% | +160.9% | -154.1% | +0.9% |
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