+2,498.9%
MAR vs LH
+7,925.3%
-5,426.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -4.2% | -2.5% | -1.7% | -3.5% |
| 30D | -6.7% | +4.3% | -11.0% | -7.7% |
| 3M | -12.5% | +25.5% | -38.0% | -17.6% |
| 6M | +0.6% | +17.0% | -16.4% | -3.5% |
| YTD | +9.1% | +31.3% | -22.2% | +1.6% |
| 1Y | +26.2% | +20.0% | +6.2% | +20.0% |
| 3Y | +68.2% | +63.9% | +4.3% | +46.7% |
| 5Y | +163.9% | +30.9% | +133.1% | +141.0% |
| 10Y | +420.6% | +191.4% | +229.2% | +284.8% |
| All | +2,498.9% | +7,925.3% | -5,426.4% | +1,204.8% |
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 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