+0.7%
MCHP vs LH
+58.7%
-58.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +2.9% |
| 7D | 0.0% | -4.7% | +4.7% | +2.3% |
| 30D | -6.0% | -3.5% | -2.5% | -4.5% |
| 3M | -19.7% | +17.7% | -37.4% | -26.5% |
| 6M | +14.0% | +15.8% | -1.7% | +4.9% |
| YTD | +18.4% | +25.1% | -6.7% | +3.9% |
| 1Y | +17.1% | +12.5% | +4.6% | +9.1% |
| 3Y | +0.7% | +59.8% | -59.1% | -22.4% |
| All | +0.7% | +58.7% | -58.0% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling