+41.2%
USB vs LH
+31.5%
+9.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | +15.2% | +25.5% | -10.3% | +3.6% |
| 6M | +18.8% | +17.0% | +1.9% | +10.2% |
| YTD | +21.0% | +31.3% | -10.3% | +5.9% |
| 1Y | +34.0% | +20.0% | +14.0% | +22.0% |
| 3Y | +95.3% | +63.9% | +31.5% | +50.8% |
| All | +41.2% | +31.5% | +9.7% | +11.3% |
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