+15,689.5%
MA vs LH
+677.6%
+15,011.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.2% |
| 7D | -0.3% | +4.6% | -4.9% | -2.4% |
| 30D | +11.3% | +19.1% | -7.8% | +2.3% |
| 3M | +16.7% | +16.7% | -0.1% | +8.1% |
| 6M | +32.8% | +47.0% | -14.3% | +10.2% |
| YTD | +15.6% | +49.3% | -33.7% | -5.3% |
| 1Y | +19.6% | +48.6% | -29.0% | -1.9% |
| 3Y | +72.1% | +87.8% | -15.7% | +23.3% |
| 5Y | +96.0% | +65.0% | +31.0% | +46.2% |
| 10Y | +554.8% | +275.0% | +279.8% | +195.0% |
| All | +15,689.5% | +677.6% | +15,011.9% | +4,679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling