+19.7%
USB vs LTH
+184.4%
-164.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | 0.0% | +4.5% | -4.5% | -1.0% |
| 30D | +5.8% | +16.3% | -10.5% | +2.2% |
| 3M | -6.0% | +8.4% | -14.3% | -7.8% |
| 6M | +7.8% | +40.3% | -32.5% | -0.6% |
| YTD | +14.6% | +77.3% | -62.7% | -0.4% |
| 1Y | +31.8% | +88.0% | -56.2% | +13.0% |
| 3Y | +91.5% | +274.3% | -182.7% | +37.3% |
| 5Y | +22.0% | +142.9% | -120.8% | -10.9% |
| All | +19.7% | +184.4% | -164.7% | -11.4% |
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