+72.1%
MA vs LH
+80.4%
-8.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +14.7% | +17.5% | -2.8% | +9.2% |
| 3M | +13.5% | +16.1% | -2.6% | +8.4% |
| 6M | +33.1% | +43.4% | -10.3% | +19.3% |
| YTD | +15.1% | +47.2% | -32.1% | +1.9% |
| 1Y | +18.7% | +50.1% | -31.4% | +4.6% |
| 3Y | +72.1% | +81.2% | -9.1% | +44.5% |
| All | +72.1% | +80.4% | -8.3% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling