+1,157.2%
URI vs LH
+186.0%
+971.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +2.5% | -0.8% | +3.4% | +3.0% |
| 30D | -12.5% | +2.0% | -14.5% | -13.7% |
| 3M | -6.2% | +24.3% | -30.4% | -18.5% |
| 6M | +25.9% | +21.1% | +4.8% | +10.6% |
| YTD | +26.2% | +30.4% | -4.3% | +5.3% |
| 1Y | +5.5% | +18.4% | -12.9% | -6.9% |
| 3Y | +125.0% | +65.5% | +59.5% | +57.2% |
| 5Y | +210.4% | +29.9% | +180.6% | +148.5% |
| 10Y | +1,157.2% | +186.6% | +970.6% | +489.8% |
| All | +1,157.2% | +186.0% | +971.2% | +489.8% |
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