+212.3%
MAS vs LH
+261.9%
-49.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +3.0% | +1.1% | +1.9% | +2.4% |
| 30D | +22.4% | +16.7% | +5.7% | +12.8% |
| 3M | +14.5% | +15.1% | -0.6% | +6.0% |
| 6M | +27.1% | +46.3% | -19.2% | +3.9% |
| YTD | +35.8% | +48.8% | -13.0% | +9.8% |
| 1Y | +39.4% | +39.7% | -0.3% | +16.5% |
| 3Y | +60.3% | +87.0% | -26.8% | +13.2% |
| 5Y | +39.4% | +53.0% | -13.6% | +7.4% |
| All | +212.3% | +261.9% | -49.6% | +42.8% |
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 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