-9.0%
AUR vs LH
+44.2%
-53.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.4% | -5.2% |
| 7D | -19.8% | +2.1% | -21.9% | -20.2% |
| 30D | -29.0% | +19.2% | -48.2% | -32.2% |
| 3M | -43.6% | +18.0% | -61.6% | -45.9% |
| 6M | -36.6% | +46.1% | -82.7% | -42.8% |
| YTD | +6.3% | +47.7% | -41.4% | -6.1% |
| 1Y | -9.0% | +47.2% | -56.3% | -19.6% |
| All | -9.0% | +44.2% | -53.3% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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