+108.7%
USB vs LH
+191.0%
-82.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | +1.4% | -2.5% | +3.9% | +2.6% |
| 30D | -1.3% | +4.3% | -5.6% | -3.4% |
| 3M | +15.2% | +25.5% | -10.3% | +3.1% |
| 6M | +18.8% | +17.0% | +1.9% | +9.8% |
| YTD | +21.0% | +31.3% | -10.3% | +5.4% |
| 1Y | +34.0% | +20.0% | +14.0% | +21.5% |
| 3Y | +95.3% | +63.9% | +31.5% | +50.3% |
| 5Y | +40.4% | +30.9% | +9.5% | +17.8% |
| All | +108.7% | +191.0% | -82.2% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling