+205.9%
MCD vs LH
+263.2%
-57.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -1.9% | +1.2% | -3.1% | -2.3% |
| 30D | +16.6% | +18.0% | -1.4% | +10.6% |
| 3M | +0.9% | +15.7% | -14.7% | -3.8% |
| 6M | +1.5% | +46.6% | -45.2% | -10.4% |
| YTD | -8.3% | +49.5% | -57.8% | -19.9% |
| 1Y | -8.1% | +40.2% | -48.3% | -18.1% |
| 3Y | +10.3% | +87.6% | -77.3% | -12.1% |
| 5Y | +23.4% | +59.3% | -35.9% | +2.1% |
| 10Y | +205.9% | +266.1% | -60.1% | +79.3% |
| All | +205.9% | +263.2% | -57.3% | +79.3% |
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 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