+26.4%
USB vs LTH
+160.9%
-134.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +1.4% | -0.6% | +2.1% | +1.6% |
| 30D | -1.3% | -4.6% | +3.3% | -0.3% |
| 3M | +15.2% | +32.8% | -17.6% | +7.9% |
| 6M | +18.8% | +64.6% | -45.8% | +5.3% |
| YTD | +21.0% | +62.6% | -41.6% | +7.4% |
| 1Y | +34.0% | +49.9% | -15.9% | +20.9% |
| 3Y | +95.3% | +151.3% | -56.0% | +52.0% |
| All | +26.4% | +160.9% | -134.5% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling