+35.3%
MAS vs LH
+31.5%
+3.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.5% |
| 7D | -0.8% | -2.5% | +1.7% | +0.6% |
| 30D | -5.6% | +4.3% | -9.9% | -7.8% |
| 3M | +4.4% | +25.5% | -21.1% | -7.5% |
| 6M | +7.2% | +17.0% | -9.8% | -1.6% |
| YTD | +16.1% | +31.3% | -15.2% | +0.3% |
| 1Y | +0.1% | +20.0% | -19.9% | -9.8% |
| 3Y | +28.3% | +63.9% | -35.6% | -3.1% |
| All | +35.3% | +31.5% | +3.8% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling