+10,439.2%
UNP vs LH
+1,382.1%
+9,057.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -5.3% | -2.5% | -2.9% | -5.0% |
| 30D | -1.5% | +4.3% | -5.9% | -2.1% |
| 3M | +10.3% | +25.5% | -15.3% | +6.9% |
| 6M | +9.7% | +17.0% | -7.3% | +7.2% |
| YTD | +27.1% | +31.3% | -4.2% | +22.3% |
| 1Y | +32.6% | +20.0% | +12.6% | +29.1% |
| 3Y | +40.0% | +63.9% | -23.9% | +30.2% |
| 5Y | +50.8% | +30.9% | +20.0% | +43.8% |
| 10Y | +278.6% | +191.4% | +87.2% | +224.9% |
| All | +10,439.2% | +1,382.1% | +9,057.1% | +7,444.1% |
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