-36.7%
AUR vs LH
+34.7%
-71.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | +0.5% |
| 7D | +0.2% | -7.4% | +7.6% | +5.6% |
| 30D | -8.9% | -4.6% | -4.3% | -6.0% |
| 3M | +4.6% | +14.5% | -9.9% | -5.8% |
| 6M | +44.9% | +14.8% | +30.1% | +29.6% |
| YTD | +64.8% | +23.3% | +41.6% | +38.8% |
| 1Y | +16.4% | +13.6% | +2.8% | +3.8% |
| 3Y | +85.1% | +56.3% | +28.7% | +32.0% |
| 5Y | -36.1% | +25.2% | -61.3% | -54.0% |
| All | -36.7% | +34.7% | -71.4% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling