+33.4%
UBER vs LH
+86.5%
-53.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +0.6% | +16.7% | -16.2% | -3.4% |
| 3M | -8.2% | +15.1% | -23.2% | -11.5% |
| 6M | -6.7% | +46.3% | -53.0% | -15.8% |
| YTD | -14.7% | +48.8% | -63.5% | -23.7% |
| 1Y | -24.1% | +39.7% | -63.8% | -30.9% |
| 3Y | +33.4% | +87.0% | -53.6% | +9.6% |
| All | +33.4% | +86.5% | -53.1% | +9.6% |
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