+63.3%
UL vs LH
+179.1%
-115.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.3% |
| 7D | -4.1% | -7.4% | +3.3% | -2.3% |
| 30D | -1.2% | -4.6% | +3.4% | -0.1% |
| 3M | +6.0% | +14.5% | -8.5% | +2.7% |
| 6M | -5.5% | +14.8% | -20.3% | -8.6% |
| YTD | -3.3% | +23.3% | -26.6% | -8.1% |
| 1Y | -9.8% | +13.6% | -23.4% | -12.7% |
| 3Y | +20.1% | +56.3% | -36.2% | +6.6% |
| 5Y | +19.2% | +25.2% | -6.0% | +10.3% |
| All | +63.3% | +179.1% | -115.8% | +17.7% |
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 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