+89.2%
USB vs LH
+259.5%
-170.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.8% |
| 7D | +0.8% | +4.6% | -3.8% | -1.3% |
| 30D | +6.8% | +19.1% | -12.3% | -2.0% |
| 3M | -3.8% | +16.7% | -20.5% | -11.1% |
| 6M | +11.7% | +47.0% | -35.3% | -7.9% |
| YTD | +17.5% | +49.3% | -31.8% | -4.4% |
| 1Y | +33.8% | +48.6% | -14.9% | +9.0% |
| 3Y | +104.2% | +87.8% | +16.4% | +45.8% |
| 5Y | +26.4% | +65.0% | -38.6% | -5.8% |
| 10Y | +89.2% | +275.0% | -185.8% | -8.0% |
| All | +89.2% | +259.5% | -170.3% | -8.0% |
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