+516.9%
MA vs LH
+189.0%
+327.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -1.8% | -0.8% | -0.9% | -1.4% |
| 30D | +1.4% | +2.0% | -0.6% | +0.5% |
| 3M | +17.7% | +24.3% | -6.5% | +7.3% |
| 6M | +9.7% | +21.1% | -11.4% | +0.8% |
| YTD | +0.5% | +30.4% | -30.0% | -10.8% |
| 1Y | -2.1% | +18.4% | -20.4% | -9.7% |
| 3Y | +40.1% | +65.5% | -25.4% | +9.3% |
| 5Y | +67.5% | +29.9% | +37.6% | +43.3% |
| All | +516.9% | +189.0% | +327.9% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling