+32.9%
URI vs LTH
+84.0%
-51.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.7% | -5.5% |
| 7D | -4.3% | +9.9% | -14.2% | -6.1% |
| 30D | +4.6% | +18.3% | -13.7% | +1.2% |
| 3M | -2.1% | +5.9% | -8.1% | -3.2% |
| 6M | +21.9% | +80.3% | -58.4% | +4.9% |
| YTD | +39.7% | +78.3% | -38.6% | +18.0% |
| 1Y | +32.9% | +81.0% | -48.2% | +11.3% |
| All | +32.9% | +84.0% | -51.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling