+115.0%
UMC vs LH
+44.2%
+70.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -1.1% |
| 7D | -14.7% | +2.1% | -16.8% | -14.1% |
| 30D | -32.9% | +19.2% | -52.0% | -29.5% |
| 3M | -22.2% | +18.0% | -40.2% | -18.4% |
| 6M | +25.9% | +46.1% | -20.2% | +35.7% |
| YTD | +107.9% | +47.7% | +60.2% | +129.2% |
| 1Y | +115.0% | +47.2% | +67.8% | +135.3% |
| All | +115.0% | +44.2% | +70.8% | +135.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling