+7,210.0%
URI vs LH
+11,899.3%
-4,689.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -9.8% | +1.4% | -11.2% | -10.3% |
| 30D | +1.7% | +17.5% | -15.8% | -3.6% |
| 3M | -9.1% | +16.1% | -25.1% | -13.6% |
| 6M | +9.9% | +43.4% | -33.5% | -2.6% |
| YTD | +31.2% | +47.2% | -16.0% | +15.0% |
| 1Y | +25.9% | +50.1% | -24.2% | +9.6% |
| 3Y | +147.4% | +81.2% | +66.2% | +102.0% |
| 5Y | +179.7% | +63.7% | +116.0% | +134.4% |
| 10Y | +1,419.5% | +269.2% | +1,150.4% | +910.2% |
| All | +7,210.0% | +11,899.3% | -4,689.3% | +2,955.6% |
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