+67.5%
MA vs LH
+31.3%
+36.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -1.8% | -0.8% | -0.9% | -1.5% |
| 30D | +1.4% | +2.0% | -0.6% | +0.7% |
| 3M | +17.7% | +24.3% | -6.5% | +9.3% |
| 6M | +9.7% | +21.1% | -11.4% | +2.5% |
| YTD | +0.5% | +30.4% | -30.0% | -8.7% |
| 1Y | -2.1% | +18.4% | -20.4% | -8.2% |
| 3Y | +40.1% | +65.5% | -25.4% | +15.0% |
| 5Y | +67.5% | +29.9% | +37.6% | +45.9% |
| All | +67.5% | +31.3% | +36.2% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling