+6,588.3%
MCD vs LH
+1,382.1%
+5,206.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -2.8% | -2.5% | -0.4% | -2.6% |
| 30D | -6.0% | +4.3% | -10.4% | -6.5% |
| 3M | -5.6% | +25.5% | -31.1% | -8.0% |
| 6M | -21.9% | +17.0% | -38.8% | -23.3% |
| YTD | -14.7% | +31.3% | -46.0% | -17.4% |
| 1Y | -17.3% | +20.0% | -37.2% | -19.1% |
| 3Y | -2.2% | +63.9% | -66.0% | -7.9% |
| 5Y | +20.3% | +30.9% | -10.6% | +15.4% |
| 10Y | +180.7% | +191.4% | -10.7% | +145.5% |
| All | +6,588.3% | +1,382.1% | +5,206.3% | +4,699.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling