+56.9%
UNP vs LTH
+183.0%
-126.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.4% |
| 7D | -3.3% | +7.0% | -10.3% | -4.2% |
| 30D | +6.7% | +15.4% | -8.7% | +4.6% |
| 3M | +1.8% | +7.0% | -5.2% | +0.7% |
| 6M | +13.3% | +46.9% | -33.5% | +7.2% |
| YTD | +30.3% | +76.4% | -46.1% | +19.7% |
| 1Y | +36.9% | +83.7% | -46.8% | +25.0% |
| 3Y | +50.9% | +248.9% | -198.0% | +25.5% |
| 5Y | +37.9% | +141.8% | -103.9% | +13.1% |
| All | +56.9% | +183.0% | -126.1% | +30.7% |
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