+442.2%
LH vs URA
-51.6%
+493.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.2% |
| 7D | +1.4% | -4.1% | +5.6% | +2.1% |
| 30D | +17.5% | -19.0% | +36.5% | +21.5% |
| 3M | +16.1% | -25.1% | +41.2% | +21.3% |
| 6M | +43.4% | -44.5% | +87.9% | +56.6% |
| YTD | +47.2% | -24.3% | +71.5% | +50.6% |
| 1Y | +50.1% | -28.1% | +78.2% | +54.5% |
| 3Y | +81.2% | +40.7% | +40.5% | +57.4% |
| 5Y | +63.7% | +35.5% | +28.3% | +39.0% |
| 10Y | +269.2% | +281.2% | -12.0% | +127.9% |
| All | +442.2% | -51.6% | +493.8% | +344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling