-13.0%
USAR vs LTH
+115.3%
-128.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.5% |
| 7D | -1.1% | +7.0% | -8.1% | -1.8% |
| 30D | -30.3% | +15.4% | -45.7% | -31.3% |
| 3M | -54.7% | +7.0% | -61.7% | -55.0% |
| 6M | -67.5% | +46.9% | -114.4% | -69.1% |
| YTD | -26.4% | +76.4% | -102.8% | -31.2% |
| 1Y | -49.5% | +83.7% | -133.3% | -52.9% |
| 3Y | -14.5% | +248.9% | -263.3% | -19.1% |
| All | -13.0% | +115.3% | -128.3% | -17.5% |
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