+256.7%
LH vs URA
+266.3%
-9.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.1% | -1.5% | +2.6% | +1.3% |
| 30D | +16.7% | -10.4% | +27.2% | +18.6% |
| 3M | +15.1% | -29.6% | +44.7% | +21.1% |
| 6M | +46.3% | -40.3% | +86.6% | +57.2% |
| YTD | +48.8% | -25.5% | +74.3% | +52.1% |
| 1Y | +39.7% | -26.4% | +66.1% | +42.7% |
| 3Y | +87.0% | +31.4% | +55.6% | +63.3% |
| 5Y | +53.0% | +28.6% | +24.4% | +30.3% |
| All | +256.7% | +266.3% | -9.6% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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