+1.4%
UAL vs LH
+16.9%
-15.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.5% |
| 7D | -1.1% | -3.2% | +2.0% | +0.4% |
| 30D | -13.4% | +0.1% | -13.6% | -13.5% |
| 3M | -2.3% | +18.6% | -20.9% | -10.3% |
| 6M | +13.3% | +17.9% | -4.6% | +3.6% |
| YTD | -4.2% | +28.9% | -33.1% | -14.4% |
| 1Y | +1.4% | +16.6% | -15.2% | -6.0% |
| All | +1.4% | +16.9% | -15.5% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling