+211.1%
URI vs LTH
+184.4%
+26.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -9.8% | +4.5% | -14.3% | -11.1% |
| 30D | +1.7% | +16.3% | -14.6% | -3.0% |
| 3M | -9.1% | +8.4% | -17.4% | -11.6% |
| 6M | +9.9% | +40.3% | -30.4% | -1.8% |
| YTD | +31.2% | +77.3% | -46.1% | +8.2% |
| 1Y | +25.9% | +88.0% | -62.0% | +1.8% |
| 3Y | +147.4% | +274.3% | -126.9% | +57.6% |
| 5Y | +179.7% | +142.9% | +36.9% | +86.7% |
| All | +211.1% | +184.4% | +26.8% | +109.0% |
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 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