+255.6%
UAL vs LH
+696.4%
-440.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.4% |
| 7D | +8.2% | +1.4% | +6.7% | +7.2% |
| 30D | +2.3% | +17.5% | -15.2% | -8.7% |
| 3M | -12.7% | +16.1% | -28.7% | -21.8% |
| 6M | +12.7% | +43.4% | -30.7% | -13.0% |
| YTD | +0.8% | +47.2% | -46.4% | -23.8% |
| 1Y | +17.8% | +50.1% | -32.3% | -12.5% |
| 3Y | +206.7% | +81.2% | +125.5% | +95.6% |
| 5Y | +113.9% | +63.7% | +50.2% | +40.7% |
| 10Y | +97.0% | +269.2% | -172.2% | -39.7% |
| All | +255.6% | +696.4% | -440.8% | -52.3% |
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 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