+1,562.1%
MAS vs LH
+1,547.2%
+14.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | +4.6% | -1.3% | +5.9% | +4.8% |
| 30D | +19.9% | +16.6% | +3.3% | +16.4% |
| 3M | +8.9% | +16.0% | -7.1% | +5.8% |
| 6M | +20.2% | +42.0% | -21.8% | +12.5% |
| YTD | +33.9% | +45.9% | -12.0% | +24.7% |
| 1Y | +34.7% | +46.4% | -11.7% | +25.3% |
| 3Y | +60.4% | +79.0% | -18.6% | +43.6% |
| 5Y | +43.5% | +62.3% | -18.8% | +30.4% |
| 10Y | +226.7% | +265.9% | -39.2% | +158.8% |
| All | +1,562.1% | +1,547.2% | +14.9% | +947.7% |
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 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