+383.5%
LH vs URA
-31.1%
+414.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -2.5% | +1.1% | -3.5% | -2.6% |
| 30D | +4.3% | +7.4% | -3.0% | +3.0% |
| 3M | +25.5% | -8.4% | +33.9% | +26.6% |
| 6M | +17.0% | -12.7% | +29.7% | +18.3% |
| YTD | +31.3% | +7.8% | +23.5% | +27.0% |
| 1Y | +20.0% | +19.5% | +0.5% | +12.6% |
| 3Y | +63.9% | +116.4% | -52.6% | +32.2% |
| 5Y | +30.9% | +134.3% | -103.4% | -0.4% |
| 10Y | +191.4% | +359.3% | -167.9% | +75.5% |
| All | +383.5% | -31.1% | +414.6% | +275.0% |
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