+228.4%
UNH vs LH
+183.3%
+45.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.0% |
| 7D | -4.5% | -4.7% | +0.2% | -2.6% |
| 30D | -6.5% | -3.5% | -3.0% | -5.2% |
| 3M | -6.0% | +17.7% | -23.7% | -12.8% |
| 6M | +33.7% | +15.8% | +17.9% | +24.5% |
| YTD | +16.4% | +25.1% | -8.7% | +4.1% |
| 1Y | +10.1% | +12.5% | -2.4% | +3.0% |
| 3Y | -16.3% | +59.8% | -76.1% | -35.2% |
| 5Y | +2.1% | +27.1% | -25.0% | -13.2% |
| All | +228.4% | +183.3% | +45.1% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling