+6,893.4%
URI vs LH
+10,600.4%
-3,707.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | -2.0% | -2.5% | +0.5% | -1.2% |
| 30D | -12.9% | +4.3% | -17.3% | -14.2% |
| 3M | -6.7% | +25.5% | -32.3% | -13.5% |
| 6M | +19.0% | +17.0% | +2.0% | +12.7% |
| YTD | +25.5% | +31.3% | -5.7% | +14.4% |
| 1Y | +5.5% | +20.0% | -14.4% | -1.2% |
| 3Y | +111.3% | +63.9% | +47.4% | +78.6% |
| 5Y | +198.6% | +30.9% | +167.7% | +168.9% |
| 10Y | +1,179.9% | +191.4% | +988.5% | +810.8% |
| All | +6,893.4% | +10,600.4% | -3,707.0% | +2,940.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling