-26.8%
UPS vs LH
+63.5%
-90.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -3.7% | -3.2% | -0.5% | -2.7% |
| 30D | -3.7% | +0.1% | -3.9% | -3.8% |
| 3M | -6.6% | +18.6% | -25.2% | -11.9% |
| 6M | +2.6% | +17.9% | -15.4% | -3.3% |
| YTD | +4.8% | +28.9% | -24.2% | -4.1% |
| 1Y | +25.3% | +16.6% | +8.7% | +18.1% |
| All | -26.8% | +63.5% | -90.3% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling