+58.6%
MAS vs LH
+80.4%
-21.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.4% |
| 7D | +2.0% | +1.4% | +0.5% | +1.2% |
| 30D | +19.4% | +17.5% | +1.9% | +9.9% |
| 3M | +9.4% | +16.1% | -6.6% | +1.1% |
| 6M | +15.3% | +43.4% | -28.0% | -4.3% |
| YTD | +31.3% | +47.2% | -15.9% | +7.4% |
| 1Y | +34.9% | +50.1% | -15.3% | +9.3% |
| 3Y | +58.6% | +81.2% | -22.6% | +16.7% |
| All | +58.6% | +80.4% | -21.8% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling