+76.8%
UAL vs LH
+263.7%
-186.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +0.7% | +2.5% | -1.8% | -0.6% |
| 30D | +7.8% | +18.7% | -10.9% | -2.1% |
| 3M | -11.1% | +15.3% | -26.4% | -18.2% |
| 6M | +16.1% | +45.4% | -29.3% | -6.3% |
| YTD | -0.5% | +49.5% | -50.0% | -21.1% |
| 1Y | +11.3% | +41.4% | -30.1% | -9.0% |
| 3Y | +192.8% | +87.6% | +105.2% | +101.9% |
| 5Y | +123.3% | +53.8% | +69.5% | +67.6% |
| All | +76.8% | +263.7% | -186.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling