+232.5%
URI vs LTH
+183.0%
+49.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.0% |
| 7D | -4.0% | +7.0% | -11.0% | -6.1% |
| 30D | +6.8% | +15.4% | -8.6% | +2.1% |
| 3M | -2.8% | +7.0% | -9.8% | -5.2% |
| 6M | +20.9% | +46.9% | -26.0% | +6.5% |
| YTD | +40.2% | +76.4% | -36.2% | +15.8% |
| 1Y | +34.1% | +83.7% | -49.7% | +9.2% |
| 3Y | +164.1% | +248.9% | -84.7% | +72.2% |
| 5Y | +199.3% | +141.8% | +57.5% | +100.1% |
| All | +232.5% | +183.0% | +49.5% | +123.7% |
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