+279.5%
UNP vs LH
+179.1%
+100.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +2.1% |
| 7D | -1.2% | -7.4% | +6.2% | +1.8% |
| 30D | -2.0% | -4.6% | +2.6% | -0.2% |
| 3M | +7.5% | +14.5% | -7.0% | +1.8% |
| 6M | +15.3% | +14.8% | +0.5% | +8.7% |
| YTD | +25.4% | +23.3% | +2.2% | +14.8% |
| 1Y | +35.6% | +13.6% | +22.0% | +27.7% |
| 3Y | +44.1% | +56.3% | -12.2% | +17.2% |
| 5Y | +54.0% | +25.2% | +28.8% | +34.9% |
| All | +279.5% | +179.1% | +100.4% | +120.8% |
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 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