+210.4%
URI vs LH
+31.3%
+179.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +2.5% | -0.8% | +3.4% | +2.9% |
| 30D | -12.5% | +2.0% | -14.5% | -13.5% |
| 3M | -6.2% | +24.3% | -30.4% | -16.3% |
| 6M | +25.9% | +21.1% | +4.8% | +13.3% |
| YTD | +26.2% | +30.4% | -4.3% | +8.7% |
| 1Y | +5.5% | +18.4% | -12.9% | -4.5% |
| 3Y | +125.0% | +65.5% | +59.5% | +67.2% |
| 5Y | +210.4% | +29.9% | +180.6% | +143.3% |
| All | +210.4% | +31.3% | +179.2% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling