+82.2%
UBER vs LH
+142.4%
-60.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | -3.9% | -2.5% | -1.4% | -2.7% |
| 30D | +11.1% | +4.3% | +6.8% | +8.8% |
| 3M | +4.9% | +25.5% | -20.6% | -6.7% |
| 6M | -1.2% | +17.0% | -18.1% | -9.1% |
| YTD | -7.3% | +31.3% | -38.5% | -20.0% |
| 1Y | -17.6% | +20.0% | -37.6% | -25.9% |
| 3Y | +61.1% | +63.9% | -2.8% | +18.9% |
| 5Y | +87.9% | +30.9% | +57.0% | +54.2% |
| All | +82.2% | +142.4% | -60.1% | -23.7% |
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