-5.6%
UPS vs LTH
+253.6%
-259.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +1.7% | +6.4% | -4.7% | +0.8% |
| 30D | +17.4% | +16.7% | +0.7% | +14.8% |
| 3M | +7.7% | +11.7% | -3.9% | +5.9% |
| 6M | +13.8% | +48.5% | -34.7% | +7.0% |
| YTD | +17.3% | +78.4% | -61.1% | +6.7% |
| 1Y | +27.2% | +89.7% | -62.5% | +14.6% |
| 3Y | -5.6% | +245.6% | -251.3% | -25.3% |
| All | -5.6% | +253.6% | -259.3% | -25.3% |
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