+96.6%
USB vs LH
+81.0%
+15.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +0.5% |
| 7D | +2.4% | +2.1% | +0.3% | +1.6% |
| 30D | +6.6% | +19.2% | -12.6% | -0.4% |
| 3M | -4.1% | +18.0% | -22.1% | -10.2% |
| 6M | +12.5% | +46.1% | -33.6% | -3.8% |
| YTD | +17.6% | +47.7% | -30.1% | -0.5% |
| 1Y | +36.5% | +47.2% | -10.7% | +15.5% |
| All | +96.6% | +81.0% | +15.6% | +42.4% |
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