+65.5%
LH vs URA
+121.0%
-55.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | -0.8% | +8.1% | -8.9% | -1.1% |
| 30D | +2.0% | +5.8% | -3.8% | +1.8% |
| 3M | +24.3% | +3.4% | +20.8% | +24.0% |
| 6M | +21.1% | -2.6% | +23.7% | +20.9% |
| YTD | +30.4% | +11.2% | +19.3% | +29.5% |
| 1Y | +18.4% | +19.8% | -1.5% | +16.5% |
| 3Y | +65.5% | +121.5% | -56.0% | +52.6% |
| All | +65.5% | +121.0% | -55.5% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling