+69.4%
USAR vs LH
+57.3%
+12.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | -4.4% | -3.2% | -1.2% | -3.8% |
| 30D | -10.4% | +0.1% | -10.5% | -10.4% |
| 3M | -18.4% | +18.6% | -37.0% | -21.2% |
| 6M | -8.8% | +17.9% | -26.8% | -11.8% |
| YTD | +43.4% | +28.9% | +14.4% | +36.1% |
| 1Y | +21.0% | +16.6% | +4.4% | +17.4% |
| 3Y | +67.7% | +63.6% | +4.2% | +58.7% |
| All | +69.4% | +57.3% | +12.1% | +60.3% |
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