+239.2%
URI vs LTH
+186.8%
+52.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +8.9% | +17.7% | -8.8% | +3.5% |
| 3M | +0.8% | +8.5% | -7.7% | -2.0% |
| 6M | +23.1% | +46.9% | -23.8% | +8.5% |
| YTD | +43.1% | +78.8% | -35.7% | +17.6% |
| 1Y | +35.7% | +84.9% | -49.2% | +10.3% |
| 3Y | +158.2% | +246.4% | -88.2% | +68.6% |
| 5Y | +212.6% | +129.6% | +83.0% | +107.6% |
| All | +239.2% | +186.8% | +52.4% | +127.3% |
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