+15,614.6%
MA vs LH
+666.6%
+14,948.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +2.3% | +1.4% | +0.9% | +1.6% |
| 30D | +14.7% | +17.5% | -2.8% | +6.1% |
| 3M | +13.5% | +16.1% | -2.6% | +5.4% |
| 6M | +33.1% | +43.4% | -10.3% | +11.8% |
| YTD | +15.1% | +47.2% | -32.1% | -5.1% |
| 1Y | +18.7% | +50.1% | -31.4% | -3.1% |
| 3Y | +72.1% | +81.2% | -9.1% | +25.4% |
| 5Y | +92.8% | +63.7% | +29.1% | +44.3% |
| 10Y | +571.6% | +269.2% | +302.5% | +204.7% |
| All | +15,614.6% | +666.6% | +14,948.1% | +4,688.3% |
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