+107.5%
UL vs BAH
+197.5%
-90.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -3.2% | +0.7% | -2.0% |
| 30D | +5.7% | +19.5% | -13.9% | +3.1% |
| 3M | +7.0% | +11.1% | -4.1% | +5.3% |
| 6M | +16.1% | +16.3% | -0.3% | +13.1% |
| YTD | +3.6% | +4.8% | -1.2% | +1.6% |
| 1Y | -1.4% | +4.9% | -6.3% | -3.4% |
| 3Y | +34.1% | -27.0% | +61.1% | +35.8% |
| 5Y | +32.0% | +5.7% | +26.3% | +22.2% |
| All | +107.5% | +197.5% | -90.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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