-32.7%
UPS vs LTH
+137.1%
-169.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.5% |
| 7D | +3.8% | -1.3% | +5.1% | +4.0% |
| 30D | +17.4% | +15.7% | +1.7% | +14.5% |
| 3M | +8.2% | +5.0% | +3.2% | +7.2% |
| 6M | +17.9% | +37.7% | -19.7% | +11.2% |
| YTD | +18.7% | +75.0% | -56.3% | +6.8% |
| 1Y | +24.8% | +82.6% | -57.8% | +11.4% |
| 3Y | -4.5% | +241.3% | -245.8% | -26.0% |
| All | -32.7% | +137.1% | -169.8% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling