+433.8%
MAR vs LH
+183.3%
+250.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | -0.5% | -4.7% | +4.2% | +1.4% |
| 30D | -5.4% | -3.5% | -1.9% | -4.1% |
| 3M | -15.5% | +17.7% | -33.2% | -21.4% |
| 6M | +3.0% | +15.8% | -12.8% | -3.6% |
| YTD | +8.5% | +25.1% | -16.6% | -1.8% |
| 1Y | +26.0% | +12.5% | +13.5% | +18.7% |
| 3Y | +68.6% | +59.8% | +8.8% | +34.5% |
| 5Y | +157.4% | +27.1% | +130.3% | +122.3% |
| All | +433.8% | +183.3% | +250.6% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling