+22.7%
USB vs LH
+59.3%
-36.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -1.5% | -1.3% | -0.1% | -0.9% |
| 30D | +4.3% | +16.6% | -12.3% | -2.7% |
| 3M | -6.1% | +16.0% | -22.0% | -12.4% |
| 6M | +9.4% | +42.0% | -32.6% | -7.3% |
| YTD | +15.2% | +45.9% | -30.7% | -4.2% |
| 1Y | +32.8% | +46.4% | -13.6% | +10.2% |
| 3Y | +91.3% | +79.0% | +12.3% | +41.4% |
| 5Y | +22.7% | +62.3% | -39.6% | -13.4% |
| All | +22.7% | +59.3% | -36.6% | -13.4% |
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 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