-35.7%
AUR vs LH
+36.7%
-72.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.5% |
| 7D | +1.4% | -4.7% | +6.1% | +4.8% |
| 30D | -6.4% | -3.5% | -2.9% | -4.2% |
| 3M | +7.7% | +17.7% | -10.0% | -4.9% |
| 6M | +44.5% | +15.8% | +28.7% | +28.6% |
| YTD | +67.4% | +25.1% | +42.3% | +39.6% |
| 1Y | +15.4% | +12.5% | +2.9% | +4.0% |
| 3Y | +94.8% | +59.8% | +35.1% | +36.9% |
| 5Y | -35.1% | +27.1% | -62.2% | -53.7% |
| All | -35.7% | +36.7% | -72.4% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling