+733.3%
LH vs MKTX
+1,445.1%
-711.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -3.2% | +0.3% | -3.4% | -3.2% |
| 30D | +0.1% | +1.0% | -0.8% | 0.0% |
| 3M | +18.6% | +40.8% | -22.2% | +12.5% |
| 6M | +17.9% | -10.9% | +28.8% | +19.0% |
| YTD | +28.9% | -8.6% | +37.5% | +29.6% |
| 1Y | +16.6% | -11.6% | +28.2% | +17.7% |
| 3Y | +63.6% | -24.5% | +88.1% | +66.3% |
| 5Y | +30.0% | -60.7% | +90.7% | +42.6% |
| 10Y | +191.9% | +5.1% | +186.8% | +180.3% |
| All | +733.3% | +1,445.1% | -711.8% | +455.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling