+51.7%
UNP vs LH
+28.2%
+23.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -1.7% | -3.2% | +1.5% | -0.8% |
| 30D | -2.1% | +0.1% | -2.3% | -2.1% |
| 3M | +5.4% | +18.6% | -13.2% | 0.0% |
| 6M | +13.4% | +17.9% | -4.5% | +7.5% |
| YTD | +25.0% | +28.9% | -4.0% | +15.2% |
| 1Y | +34.6% | +16.6% | +17.9% | +27.7% |
| 3Y | +43.6% | +63.6% | -19.9% | +21.2% |
| 5Y | +51.7% | +30.0% | +21.7% | +33.8% |
| All | +51.7% | +28.2% | +23.5% | +33.8% |
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 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