+181.3%
MCD vs LH
+185.6%
-4.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.6% |
| 7D | -2.9% | -3.2% | +0.3% | -1.9% |
| 30D | -6.7% | +0.1% | -6.9% | -6.8% |
| 3M | -9.6% | +18.6% | -28.2% | -14.4% |
| 6M | -22.3% | +17.9% | -40.2% | -26.4% |
| YTD | -15.4% | +28.9% | -44.4% | -22.3% |
| 1Y | -16.8% | +16.6% | -33.4% | -21.3% |
| 3Y | -2.4% | +63.6% | -66.0% | -18.6% |
| 5Y | +19.4% | +30.0% | -10.7% | +5.9% |
| 10Y | +181.3% | +191.9% | -10.6% | +75.8% |
| All | +181.3% | +185.6% | -4.3% | +75.8% |
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