+3,179.7%
MAR vs LH
+9,040.6%
-5,860.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.8% | +2.5% | -0.7% | +1.1% |
| 30D | +14.3% | +18.7% | -4.4% | +9.3% |
| 3M | +20.0% | +15.3% | +4.7% | +15.5% |
| 6M | +21.7% | +45.4% | -23.6% | +10.2% |
| YTD | +37.7% | +49.5% | -11.8% | +23.7% |
| 1Y | +46.8% | +41.4% | +5.4% | +33.8% |
| 3Y | +121.0% | +87.6% | +33.4% | +86.2% |
| 5Y | +183.1% | +53.8% | +129.3% | +148.0% |
| 10Y | +532.4% | +266.2% | +266.3% | +342.9% |
| All | +3,179.7% | +9,040.6% | -5,860.9% | +1,489.6% |
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