-19.7%
USAR vs LTH
+268.4%
-288.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.2% | +11.0% |
| 7D | -14.5% | +4.5% | -19.0% | -15.0% |
| 30D | -37.8% | +16.3% | -54.2% | -39.0% |
| 3M | -52.8% | +8.4% | -61.1% | -53.2% |
| 6M | -71.2% | +40.3% | -111.5% | -72.7% |
| YTD | -30.9% | +77.3% | -108.2% | -36.3% |
| 1Y | -48.0% | +88.0% | -136.0% | -52.2% |
| 3Y | -19.7% | +274.3% | -294.0% | -24.5% |
| All | -19.7% | +268.4% | -288.1% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling