+4.6%
UNH vs LH
+23.7%
-19.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.2% |
| 7D | -3.2% | -7.4% | +4.2% | -1.4% |
| 30D | -3.5% | -4.6% | +1.1% | -2.4% |
| 3M | -4.2% | +14.5% | -18.7% | -7.4% |
| 6M | +38.3% | +14.8% | +23.5% | +33.4% |
| YTD | +19.2% | +23.3% | -4.0% | +12.5% |
| 1Y | +15.0% | +13.6% | +1.4% | +10.6% |
| 3Y | -14.5% | +56.3% | -70.9% | -25.2% |
| 5Y | +4.6% | +25.2% | -20.6% | -1.6% |
| All | +4.6% | +23.7% | -19.1% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling