+206.7%
UAL vs LH
+80.4%
+126.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | +8.2% | +1.4% | +6.7% | +7.4% |
| 30D | +2.3% | +17.5% | -15.2% | -6.1% |
| 3M | -12.7% | +16.1% | -28.7% | -19.6% |
| 6M | +12.7% | +43.4% | -30.7% | -7.9% |
| YTD | +0.8% | +47.2% | -46.4% | -18.9% |
| 1Y | +17.8% | +50.1% | -32.3% | -6.5% |
| 3Y | +206.7% | +81.2% | +125.5% | +124.7% |
| All | +206.7% | +80.4% | +126.3% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling