+568.4%
MA vs LH
+267.5%
+301.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | +1.8% | +4.8% | -3.0% | -0.2% |
| 30D | +11.8% | +18.8% | -7.0% | +3.6% |
| 3M | +17.2% | +15.7% | +1.5% | +9.7% |
| 6M | +33.4% | +46.7% | -13.3% | +12.6% |
| YTD | +16.1% | +48.9% | -32.8% | -3.2% |
| 1Y | +19.9% | +43.5% | -23.6% | +1.6% |
| 3Y | +70.1% | +86.9% | -16.8% | +25.4% |
| 5Y | +89.6% | +60.4% | +29.2% | +46.8% |
| 10Y | +568.4% | +260.7% | +307.7% | +240.2% |
| All | +568.4% | +267.5% | +301.0% | +240.2% |
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