-2.1%
MA vs LH
+17.9%
-20.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -1.8% | -0.8% | -0.9% | -1.5% |
| 30D | +1.4% | +2.0% | -0.6% | +0.9% |
| 3M | +17.7% | +24.3% | -6.5% | +11.1% |
| 6M | +9.7% | +21.1% | -11.4% | +4.0% |
| YTD | +0.5% | +30.4% | -30.0% | -6.4% |
| 1Y | -2.1% | +18.4% | -20.4% | -7.4% |
| All | -2.1% | +17.9% | -20.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling