+74.9%
USAR vs LTH
+98.5%
-23.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | +2.6% | -4.6% | +7.2% | +3.1% |
| 3M | -35.0% | +32.8% | -67.8% | -37.4% |
| 6M | -6.9% | +64.6% | -71.5% | -12.3% |
| YTD | +48.0% | +62.6% | -14.7% | +39.5% |
| 1Y | +24.8% | +49.9% | -25.1% | +18.0% |
| 3Y | +73.2% | +151.3% | -78.1% | +65.5% |
| All | +74.9% | +98.5% | -23.6% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling