+32.2%
LH vs URA
+128.0%
-95.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -2.5% | +1.1% | -3.5% | -2.5% |
| 30D | +4.3% | +7.4% | -3.0% | +3.7% |
| 3M | +25.5% | -8.4% | +33.9% | +26.2% |
| 6M | +17.0% | -12.7% | +29.7% | +17.7% |
| YTD | +31.3% | +7.8% | +23.5% | +28.9% |
| 1Y | +20.0% | +19.5% | +0.5% | +15.6% |
| 3Y | +63.9% | +116.4% | -52.6% | +42.6% |
| All | +32.2% | +128.0% | -95.8% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling