+236.3%
URI vs LTH
+174.8%
+61.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.2% |
| 7D | +9.3% | -4.6% | +14.0% | +10.8% |
| 30D | +7.6% | +14.8% | -7.2% | +3.0% |
| 3M | +1.0% | +3.9% | -2.9% | -0.6% |
| 6M | +19.8% | +35.5% | -15.6% | +8.2% |
| YTD | +41.9% | +71.3% | -29.5% | +18.1% |
| 1Y | +33.4% | +75.7% | -42.3% | +10.1% |
| 3Y | +156.0% | +231.9% | -75.9% | +69.3% |
| 5Y | +209.5% | +130.5% | +79.1% | +108.3% |
| All | +236.3% | +174.8% | +61.5% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling