+10,905.7%
UNP vs LH
+1,579.7%
+9,326.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +4.2% | +1.1% | +3.2% | +4.1% |
| 30D | +5.6% | +16.7% | -11.2% | +3.3% |
| 3M | +2.0% | +15.1% | -13.1% | 0.0% |
| 6M | +15.4% | +46.3% | -30.9% | +9.4% |
| YTD | +32.7% | +48.8% | -16.0% | +25.5% |
| 1Y | +39.4% | +39.7% | -0.3% | +32.9% |
| 3Y | +54.3% | +87.0% | -32.7% | +40.9% |
| 5Y | +39.6% | +53.0% | -13.4% | +30.3% |
| 10Y | +288.9% | +264.3% | +24.5% | +224.8% |
| All | +10,905.7% | +1,579.7% | +9,326.0% | +7,636.8% |
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