+195.2%
MCD vs LH
+263.7%
-68.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | +2.5% | -4.1% | -2.3% |
| 30D | +16.0% | +18.7% | -2.7% | +9.9% |
| 3M | 0.0% | +15.3% | -15.4% | -4.6% |
| 6M | +0.9% | +45.4% | -44.4% | -10.6% |
| YTD | -8.7% | +49.5% | -58.2% | -20.2% |
| 1Y | -8.6% | +41.4% | -49.9% | -18.6% |
| 3Y | +9.9% | +87.6% | -77.8% | -12.5% |
| 5Y | +22.6% | +53.8% | -31.1% | +2.9% |
| All | +195.2% | +263.7% | -68.5% | +78.2% |
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