+36.5%
USB vs LTH
+84.0%
-47.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +0.6% |
| 7D | +2.4% | +9.9% | -7.5% | +0.4% |
| 30D | +6.6% | +18.3% | -11.7% | +2.9% |
| 3M | -4.1% | +5.9% | -10.0% | -5.4% |
| 6M | +12.5% | +80.3% | -67.9% | -1.1% |
| YTD | +17.6% | +78.3% | -60.7% | +3.7% |
| 1Y | +36.5% | +81.0% | -44.5% | +19.5% |
| All | +36.5% | +84.0% | -47.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling