+448.6%
LH vs URA
-50.4%
+499.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.8% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +18.8% | -14.8% | +33.6% | +21.8% |
| 3M | +15.7% | -25.3% | +41.0% | +20.9% |
| 6M | +46.7% | -39.9% | +86.6% | +58.0% |
| YTD | +48.9% | -22.4% | +71.3% | +51.7% |
| 1Y | +43.5% | -29.0% | +72.4% | +48.0% |
| 3Y | +86.9% | +41.0% | +45.9% | +62.6% |
| 5Y | +60.4% | +38.3% | +22.1% | +35.9% |
| 10Y | +260.7% | +276.1% | -15.3% | +123.3% |
| All | +448.6% | -50.4% | +499.0% | +348.0% |
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