+91.7%
USB vs LH
+263.9%
-172.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | 0.0% | +1.4% | -1.4% | -0.7% |
| 30D | +5.8% | +17.5% | -11.7% | -2.2% |
| 3M | -6.0% | +16.1% | -22.0% | -12.8% |
| 6M | +7.8% | +43.4% | -35.6% | -10.0% |
| YTD | +14.6% | +47.2% | -32.6% | -6.0% |
| 1Y | +31.8% | +50.1% | -18.4% | +6.9% |
| 3Y | +91.5% | +81.2% | +10.4% | +39.4% |
| 5Y | +22.0% | +63.7% | -41.7% | -8.6% |
| All | +91.7% | +263.9% | -172.1% | -0.9% |
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