-32.7%
UPS vs LH
+54.7%
-87.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +3.8% | +1.1% | +2.7% | +3.4% |
| 30D | +17.4% | +16.7% | +0.6% | +10.9% |
| 3M | +8.2% | +15.1% | -6.9% | +2.6% |
| 6M | +17.9% | +46.3% | -28.4% | +1.7% |
| YTD | +18.7% | +48.8% | -30.1% | +1.5% |
| 1Y | +24.8% | +39.7% | -14.9% | +9.4% |
| 3Y | -4.5% | +87.0% | -91.6% | -27.5% |
| All | -32.7% | +54.7% | -87.4% | -48.4% |
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