+64.7%
LH vs MDY
+48.7%
+16.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -3.2% | -0.8% | -2.4% | -2.8% |
| 30D | +0.1% | -3.9% | +4.0% | +2.2% |
| 3M | +18.6% | 0.0% | +18.7% | +18.5% |
| 6M | +17.9% | +8.5% | +9.4% | +12.5% |
| YTD | +28.9% | +13.2% | +15.7% | +20.0% |
| 1Y | +16.6% | +15.0% | +1.6% | +7.5% |
| All | +64.7% | +48.7% | +16.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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