+2,871.7%
UL vs LH
+1,382.1%
+1,489.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -1.3% | -2.5% | +1.1% | -1.1% |
| 30D | +0.5% | +4.3% | -3.9% | 0.0% |
| 3M | +17.6% | +25.5% | -7.9% | +14.8% |
| 6M | -5.4% | +17.0% | -22.3% | -7.0% |
| YTD | +0.7% | +31.3% | -30.6% | -2.2% |
| 1Y | -9.3% | +20.0% | -29.2% | -11.1% |
| 3Y | +24.5% | +63.9% | -39.3% | +17.7% |
| 5Y | +23.2% | +30.9% | -7.6% | +18.5% |
| 10Y | +64.5% | +191.4% | -126.9% | +44.3% |
| All | +2,871.7% | +1,382.1% | +1,489.6% | +1,999.7% |
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