+259.3%
UPS vs LH
+5,721.1%
-5,461.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +17.4% | +16.7% | +0.6% | +13.1% |
| 3M | +8.2% | +15.1% | -6.9% | +4.5% |
| 6M | +17.9% | +46.3% | -28.4% | +7.4% |
| YTD | +18.7% | +48.8% | -30.1% | +7.6% |
| 1Y | +24.8% | +39.7% | -14.9% | +14.8% |
| 3Y | -4.5% | +87.0% | -91.6% | -18.6% |
| 5Y | -33.2% | +53.0% | -86.2% | -40.8% |
| 10Y | +44.2% | +264.3% | -220.1% | +3.6% |
| All | +259.3% | +5,721.1% | -5,461.8% | +68.6% |
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