+211.3%
MCD vs LH
+259.5%
-48.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.3% |
| 7D | +5.9% | +4.6% | +1.4% | +4.5% |
| 30D | +19.6% | +19.1% | +0.5% | +13.2% |
| 3M | +3.3% | +16.7% | -13.5% | -1.8% |
| 6M | +3.5% | +47.0% | -43.6% | -8.7% |
| YTD | -6.1% | +49.3% | -55.4% | -17.9% |
| 1Y | -3.7% | +48.6% | -52.3% | -15.7% |
| 3Y | +13.4% | +87.8% | -74.5% | -9.7% |
| 5Y | +25.2% | +65.0% | -39.9% | +2.1% |
| 10Y | +211.3% | +275.0% | -63.7% | +84.4% |
| All | +211.3% | +259.5% | -48.2% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling