+53.0%
UNP vs LTH
+160.9%
-107.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -5.3% | -0.6% | -4.7% | -5.3% |
| 30D | -1.5% | -4.6% | +3.0% | -1.0% |
| 3M | +10.3% | +32.8% | -22.6% | +5.9% |
| 6M | +9.7% | +64.6% | -55.0% | +1.9% |
| YTD | +27.1% | +62.6% | -35.5% | +18.1% |
| 1Y | +32.6% | +49.9% | -17.4% | +24.4% |
| 3Y | +40.0% | +151.3% | -111.4% | +20.9% |
| All | +53.0% | +160.9% | -107.9% | +29.0% |
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