+122.1%
URI vs LH
+65.1%
+57.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.2% |
| 7D | -2.0% | -2.5% | +0.5% | -0.9% |
| 30D | -12.9% | +4.3% | -17.3% | -14.7% |
| 3M | -6.7% | +25.5% | -32.3% | -16.5% |
| 6M | +19.0% | +17.0% | +2.0% | +10.0% |
| YTD | +25.5% | +31.3% | -5.7% | +8.7% |
| 1Y | +5.5% | +20.0% | -14.4% | -4.3% |
| All | +122.1% | +65.1% | +57.0% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling