+35.9%
UL vs LH
+86.5%
-50.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.1% | +1.1% | +0.1% | +0.9% |
| 30D | +4.5% | +16.7% | -12.2% | +1.0% |
| 3M | +6.5% | +15.1% | -8.6% | +3.2% |
| 6M | +18.2% | +46.3% | -28.2% | +9.2% |
| YTD | +4.7% | +48.8% | -44.1% | -3.4% |
| 1Y | +0.8% | +39.7% | -38.9% | -6.1% |
| 3Y | +35.9% | +87.0% | -51.2% | +18.4% |
| All | +35.9% | +86.5% | -50.6% | +18.4% |
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