+1,341.4%
MAS vs LH
+1,382.1%
-40.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | -0.8% | -2.5% | +1.7% | -0.3% |
| 30D | -5.6% | +4.3% | -9.9% | -6.3% |
| 3M | +4.4% | +25.5% | -21.1% | +0.1% |
| 6M | +7.2% | +17.0% | -9.8% | +4.1% |
| YTD | +16.1% | +31.3% | -15.2% | +10.4% |
| 1Y | +0.1% | +20.0% | -19.9% | -3.3% |
| 3Y | +28.3% | +63.9% | -35.6% | +16.9% |
| 5Y | +30.5% | +30.9% | -0.4% | +23.3% |
| 10Y | +139.1% | +191.4% | -52.2% | +96.6% |
| All | +1,341.4% | +1,382.1% | -40.7% | +827.4% |
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