+99.1%
UAL vs LH
+186.0%
-86.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | +3.5% | -0.8% | +4.3% | +3.9% |
| 30D | -16.5% | +2.0% | -18.5% | -17.5% |
| 3M | +2.8% | +24.3% | -21.5% | -9.1% |
| 6M | +17.6% | +21.1% | -3.5% | +5.7% |
| YTD | -3.2% | +30.4% | -33.7% | -16.8% |
| 1Y | +0.4% | +18.4% | -17.9% | -9.3% |
| 3Y | +128.2% | +65.5% | +62.7% | +69.5% |
| 5Y | +137.7% | +29.9% | +107.9% | +96.4% |
| 10Y | +99.1% | +186.6% | -87.5% | -3.0% |
| All | +99.1% | +186.0% | -86.9% | -3.0% |
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