+1,218.8%
URI vs LH
+259.5%
+959.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.4% | +5.4% | +6.0% |
| 7D | -4.0% | +4.6% | -8.6% | -6.7% |
| 30D | +6.8% | +19.1% | -12.3% | -4.6% |
| 3M | -2.8% | +16.7% | -19.6% | -12.4% |
| 6M | +20.9% | +47.0% | -26.2% | -6.4% |
| YTD | +40.2% | +49.3% | -9.1% | +6.5% |
| 1Y | +34.1% | +48.6% | -14.5% | +2.0% |
| 3Y | +164.1% | +87.8% | +76.3% | +68.5% |
| 5Y | +199.3% | +65.0% | +134.3% | +102.7% |
| 10Y | +1,218.8% | +275.0% | +943.8% | +417.9% |
| All | +1,218.8% | +259.5% | +959.4% | +417.9% |
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 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