+5.5%
URI vs LH
+17.9%
-12.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +2.5% | -0.8% | +3.4% | +2.7% |
| 30D | -12.5% | +2.0% | -14.5% | -12.9% |
| 3M | -6.2% | +24.3% | -30.4% | -10.4% |
| 6M | +25.9% | +21.1% | +4.8% | +20.2% |
| YTD | +26.2% | +30.4% | -4.3% | +18.3% |
| 1Y | +5.5% | +18.4% | -12.9% | +1.5% |
| All | +5.5% | +17.9% | -12.4% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling