+251.3%
UAL vs LH
+610.2%
-358.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.5% |
| 7D | +0.7% | -2.5% | +3.2% | +2.5% |
| 30D | -16.1% | +4.3% | -20.4% | -18.7% |
| 3M | +6.1% | +25.5% | -19.4% | -9.7% |
| 6M | +10.8% | +17.0% | -6.1% | -0.7% |
| YTD | -0.4% | +31.3% | -31.7% | -18.1% |
| 1Y | +5.0% | +20.0% | -14.9% | -8.7% |
| 3Y | +124.0% | +63.9% | +60.2% | +53.6% |
| 5Y | +141.0% | +30.9% | +110.1% | +86.3% |
| 10Y | +118.0% | +191.4% | -73.4% | -19.6% |
| All | +251.3% | +610.2% | -358.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling