+67.5%
MAS vs LH
+81.0%
-13.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.9% | +1.7% | +3.7% |
| 7D | +14.2% | +2.1% | +12.1% | +13.0% |
| 30D | +26.8% | +19.2% | +7.7% | +15.9% |
| 3M | +13.1% | +18.0% | -4.9% | +3.6% |
| 6M | +27.9% | +46.1% | -18.1% | +5.1% |
| YTD | +38.7% | +47.7% | -9.0% | +13.3% |
| 1Y | +40.4% | +47.2% | -6.9% | +14.8% |
| All | +67.5% | +81.0% | -13.5% | +23.0% |
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