+260.9%
UMC vs LH
+1,263.3%
-1,002.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | +6.6% | -0.8% | +7.4% | +6.9% |
| 30D | +16.6% | +2.0% | +14.6% | +15.6% |
| 3M | +11.0% | +24.3% | -13.2% | +1.6% |
| 6M | +131.3% | +21.1% | +110.2% | +113.1% |
| YTD | +182.5% | +30.4% | +152.0% | +152.7% |
| 1Y | +222.3% | +18.4% | +203.9% | +198.0% |
| 3Y | +253.0% | +65.5% | +187.6% | +182.4% |
| 5Y | +141.8% | +29.9% | +112.0% | +109.5% |
| 10Y | +1,772.2% | +186.6% | +1,585.6% | +1,016.1% |
| All | +260.9% | +1,263.3% | -1,002.4% | +16.2% |
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