+831.5%
LH vs MTCH
+14,456.1%
-13,624.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.2% |
| 7D | -3.2% | -2.4% | -0.8% | -2.9% |
| 30D | +0.1% | +12.8% | -12.6% | -1.4% |
| 3M | +18.6% | +20.0% | -1.3% | +15.7% |
| 6M | +17.9% | +34.7% | -16.8% | +13.2% |
| YTD | +28.9% | +30.6% | -1.6% | +24.1% |
| 1Y | +16.6% | +10.9% | +5.7% | +14.5% |
| 3Y | +63.6% | -2.0% | +65.6% | +60.2% |
| 5Y | +30.0% | -72.6% | +102.7% | +44.9% |
| 10Y | +191.9% | +197.9% | -6.0% | +131.0% |
| All | +831.5% | +14,456.1% | -13,624.6% | +496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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