+172,498.2%
UNH vs LH
+1,372.9%
+171,125.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.1% |
| 7D | +1.1% | -0.8% | +2.0% | +1.3% |
| 30D | -1.5% | +2.0% | -3.5% | -2.0% |
| 3M | -0.8% | +24.3% | -25.1% | -5.4% |
| 6M | +41.8% | +21.1% | +20.8% | +35.9% |
| YTD | +23.1% | +30.4% | -7.4% | +15.9% |
| 1Y | +28.5% | +18.4% | +10.1% | +23.4% |
| 3Y | -11.8% | +65.5% | -77.2% | -21.7% |
| 5Y | +5.3% | +29.9% | -24.5% | -2.4% |
| 10Y | +247.4% | +186.6% | +60.8% | +172.5% |
| All | +172,498.2% | +1,372.9% | +171,125.3% | +102,672.8% |
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