+1,127.0%
LH vs MDY
+2,644.5%
-1,517.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.2% |
| 7D | -0.8% | +1.0% | -1.9% | -1.5% |
| 30D | +2.0% | -3.1% | +5.1% | +4.0% |
| 3M | +24.3% | +1.8% | +22.4% | +22.7% |
| 6M | +21.1% | +10.8% | +10.3% | +13.3% |
| YTD | +30.4% | +14.4% | +16.0% | +19.6% |
| 1Y | +18.4% | +15.2% | +3.2% | +8.0% |
| 3Y | +65.5% | +51.2% | +14.3% | +26.1% |
| 5Y | +29.9% | +47.2% | -17.4% | -0.6% |
| 10Y | +186.6% | +171.1% | +15.5% | +51.2% |
| All | +1,127.0% | +2,644.5% | -1,517.5% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling