+262.2%
UMC vs LH
+58.7%
+203.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +9.0% | -4.7% | +13.7% | +9.5% |
| 30D | +17.2% | -3.5% | +20.7% | +17.6% |
| 3M | +11.4% | +17.7% | -6.3% | +8.9% |
| 6M | +137.5% | +15.8% | +121.7% | +132.6% |
| YTD | +193.1% | +25.1% | +168.0% | +182.5% |
| 1Y | +240.3% | +12.5% | +227.8% | +234.8% |
| 3Y | +262.2% | +59.8% | +202.4% | +235.4% |
| All | +262.2% | +58.7% | +203.5% | +235.4% |
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