+225.7%
URI vs LTH
+186.2%
+39.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | -6.0% | +6.4% | -12.4% | -7.9% |
| 30D | +4.6% | +16.7% | -12.1% | -0.3% |
| 3M | -2.7% | +11.7% | -14.4% | -6.3% |
| 6M | +18.4% | +48.5% | -30.1% | +4.0% |
| YTD | +37.4% | +78.4% | -41.1% | +13.0% |
| 1Y | +30.4% | +89.7% | -59.3% | +5.1% |
| 3Y | +147.9% | +245.6% | -97.7% | +62.0% |
| 5Y | +202.1% | +142.7% | +59.4% | +101.1% |
| All | +225.7% | +186.2% | +39.5% | +118.3% |
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 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