+149.4%
MAR vs LH
+27.0%
+122.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | -0.5% | -4.7% | +4.2% | +1.0% |
| 30D | -5.4% | -3.5% | -1.9% | -4.4% |
| 3M | -15.5% | +17.7% | -33.2% | -20.2% |
| 6M | +3.0% | +15.8% | -12.8% | -2.3% |
| YTD | +8.5% | +25.1% | -16.6% | +0.3% |
| 1Y | +26.0% | +12.5% | +13.5% | +20.2% |
| 3Y | +68.6% | +59.8% | +8.8% | +42.4% |
| All | +149.4% | +27.0% | +122.4% | +119.8% |
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