+101.1%
UAL vs LH
+267.5%
-166.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +12.5% | +4.8% | +7.7% | +9.8% |
| 30D | +12.2% | +18.8% | -6.6% | +1.8% |
| 3M | -2.6% | +15.7% | -18.3% | -10.5% |
| 6M | +21.1% | +46.7% | -25.6% | -2.8% |
| YTD | +7.8% | +48.9% | -41.1% | -14.3% |
| 1Y | +25.4% | +43.5% | -18.1% | +1.6% |
| 3Y | +217.3% | +86.9% | +130.4% | +119.1% |
| 5Y | +132.9% | +60.4% | +72.5% | +70.2% |
| 10Y | +101.1% | +260.7% | -159.6% | -16.3% |
| All | +101.1% | +267.5% | -166.3% | -16.3% |
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