-17.3%
MCD vs LH
+20.0%
-37.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -2.8% | -2.5% | -0.4% | -2.3% |
| 30D | -6.0% | +4.3% | -10.4% | -6.9% |
| 3M | -5.6% | +25.5% | -31.1% | -10.0% |
| 6M | -21.9% | +17.0% | -38.8% | -24.8% |
| YTD | -14.7% | +31.3% | -46.0% | -20.1% |
| 1Y | -17.3% | +20.0% | -37.2% | -21.3% |
| All | -17.3% | +20.0% | -37.3% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling