+47.2%
LH vs MKTX
+5.4%
+41.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +19.2% | +1.0% | +18.2% | +19.0% |
| 3M | +18.0% | +2.5% | +15.5% | +17.7% |
| 6M | +46.1% | +8.0% | +38.0% | +45.2% |
| YTD | +47.7% | -7.3% | +55.0% | +50.7% |
| 1Y | +47.2% | +4.7% | +42.6% | +50.5% |
| All | +47.2% | +5.4% | +41.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling