+72.4%
UBER vs LH
+131.0%
-58.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.0% |
| 7D | -5.4% | -4.7% | -0.7% | -3.2% |
| 30D | -4.9% | -3.5% | -1.4% | -3.3% |
| 3M | +3.0% | +17.7% | -14.6% | -5.4% |
| 6M | -4.4% | +15.8% | -20.2% | -11.7% |
| YTD | -12.3% | +25.1% | -37.4% | -22.5% |
| 1Y | -24.3% | +12.5% | -36.8% | -29.7% |
| 3Y | +46.4% | +59.8% | -13.3% | +9.2% |
| 5Y | +79.7% | +27.1% | +52.6% | +49.1% |
| All | +72.4% | +131.0% | -58.6% | -26.1% |
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