-20.3%
USAR vs LH
+86.5%
-106.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -20.9% | +16.7% | -37.7% | -23.6% |
| 3M | -56.2% | +15.1% | -71.2% | -57.5% |
| 6M | -67.9% | +46.3% | -114.2% | -70.8% |
| YTD | -31.4% | +48.8% | -80.2% | -37.2% |
| 1Y | -45.1% | +39.7% | -84.8% | -49.0% |
| 3Y | -20.3% | +87.0% | -107.4% | -27.2% |
| All | -20.3% | +86.5% | -106.8% | -27.2% |
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 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