+22.9%
USB vs LTH
+186.0%
-163.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +0.5% |
| 7D | +2.4% | +9.9% | -7.5% | +0.2% |
| 30D | +6.6% | +18.3% | -11.7% | +2.5% |
| 3M | -4.1% | +5.9% | -10.0% | -5.5% |
| 6M | +12.5% | +80.3% | -67.9% | -2.3% |
| YTD | +17.6% | +78.3% | -60.7% | +2.2% |
| 1Y | +36.5% | +81.0% | -44.5% | +18.0% |
| 3Y | +95.4% | +269.7% | -174.3% | +40.5% |
| 5Y | +26.1% | +159.8% | -133.7% | -7.3% |
| All | +22.9% | +186.0% | -163.1% | -9.1% |
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