+1.4%
MCHP vs LH
+23.7%
-22.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | +0.3% |
| 7D | -2.1% | -7.4% | +5.3% | +1.9% |
| 30D | -11.1% | -4.6% | -6.5% | -9.0% |
| 3M | -18.1% | +14.5% | -32.6% | -24.5% |
| 6M | +10.8% | +14.8% | -4.0% | +1.6% |
| YTD | +14.2% | +23.3% | -9.0% | +0.3% |
| 1Y | +13.5% | +13.6% | -0.1% | +4.0% |
| 3Y | -2.0% | +56.3% | -58.4% | -25.9% |
| 5Y | +1.4% | +25.2% | -23.8% | -18.3% |
| All | +1.4% | +23.7% | -22.3% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling