+45.5%
UNP vs LTH
+268.4%
-222.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | -4.6% | +4.5% | -9.0% | -5.2% |
| 30D | +5.6% | +16.3% | -10.7% | +3.2% |
| 3M | -1.3% | +8.4% | -9.7% | -2.6% |
| 6M | +9.2% | +40.3% | -31.0% | +3.4% |
| YTD | +27.3% | +77.3% | -49.9% | +15.5% |
| 1Y | +35.9% | +88.0% | -52.0% | +21.9% |
| 3Y | +45.5% | +274.3% | -228.8% | +19.9% |
| All | +45.5% | +268.4% | -222.9% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling