+2,989.1%
UL vs LH
+1,579.7%
+1,409.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.1% | +1.1% | +0.1% | +1.0% |
| 30D | +4.5% | +16.7% | -12.2% | +2.7% |
| 3M | +6.5% | +15.1% | -8.6% | +4.8% |
| 6M | +18.2% | +46.3% | -28.2% | +13.4% |
| YTD | +4.7% | +48.8% | -44.1% | +0.3% |
| 1Y | +0.8% | +39.7% | -38.9% | -2.9% |
| 3Y | +35.9% | +87.0% | -51.2% | +26.6% |
| 5Y | +33.4% | +53.0% | -19.6% | +26.2% |
| 10Y | +106.9% | +264.3% | -157.4% | +77.6% |
| All | +2,989.1% | +1,579.7% | +1,409.4% | +2,052.1% |
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