+13.6%
MCHP vs LH
+20.2%
-6.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.7% |
| 7D | +0.3% | -3.2% | +3.5% | -0.1% |
| 30D | -9.8% | +0.1% | -9.9% | -9.6% |
| 3M | -19.7% | +18.6% | -38.3% | -14.6% |
| 6M | +13.6% | +17.9% | -4.4% | +21.4% |
| All | +13.6% | +20.2% | -6.7% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling