+36.0%
UPS vs LH
+179.1%
-143.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.2% |
| 7D | -3.4% | -7.4% | +4.0% | -1.0% |
| 30D | -2.7% | -4.6% | +1.8% | -1.3% |
| 3M | -1.6% | +14.5% | -16.2% | -6.4% |
| 6M | +2.3% | +14.8% | -12.5% | -2.8% |
| YTD | +5.6% | +23.3% | -17.7% | -2.2% |
| 1Y | +27.1% | +13.6% | +13.5% | +20.4% |
| 3Y | -26.3% | +56.3% | -82.6% | -38.0% |
| 5Y | -34.5% | +25.2% | -59.7% | -41.5% |
| All | +36.0% | +179.1% | -143.2% | -7.5% |
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