+28.6%
LH vs MDY
+46.3%
-17.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.0% |
| 7D | -4.7% | -1.9% | -2.8% | -3.6% |
| 30D | -3.5% | -4.6% | +1.2% | -0.8% |
| 3M | +17.7% | -1.2% | +18.9% | +18.5% |
| 6M | +15.8% | +9.2% | +6.6% | +9.7% |
| YTD | +25.1% | +13.1% | +12.0% | +16.1% |
| 1Y | +12.5% | +13.0% | -0.5% | +4.3% |
| 3Y | +59.8% | +49.2% | +10.5% | +23.8% |
| All | +28.6% | +46.3% | -17.7% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling