-33.5%
UPS vs LH
+28.2%
-61.7%
-57.9%
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% | -0.8% |
| 7D | -3.7% | -3.2% | -0.5% | -2.5% |
| 30D | -3.7% | +0.1% | -3.9% | -3.8% |
| 3M | -6.6% | +18.6% | -25.2% | -12.7% |
| 6M | +2.6% | +17.9% | -15.4% | -4.1% |
| YTD | +4.8% | +28.9% | -24.2% | -5.4% |
| 1Y | +25.3% | +16.6% | +8.7% | +16.9% |
| 3Y | -26.9% | +63.6% | -90.4% | -41.6% |
| 5Y | -33.5% | +30.0% | -63.5% | -45.0% |
| All | -33.5% | +28.2% | -61.7% | -45.0% |
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