+452.8%
LH vs UUUU
-92.0%
+544.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.2% | +1.8% | -5.0% | -3.2% |
| 30D | +0.1% | +1.8% | -1.7% | 0.0% |
| 3M | +18.6% | +1.3% | +17.4% | +18.3% |
| 6M | +17.9% | -26.8% | +44.7% | +18.6% |
| YTD | +28.9% | +0.1% | +28.9% | +27.7% |
| 1Y | +16.6% | +11.2% | +5.4% | +14.4% |
| 3Y | +63.6% | +97.7% | -34.1% | +54.5% |
| 5Y | +30.0% | +127.3% | -97.3% | +20.3% |
| 10Y | +191.9% | +532.6% | -340.7% | +149.8% |
| All | +452.8% | -92.0% | +544.8% | +371.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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