+27.6%
MCK vs LH
+44.2%
-16.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.9% | +3.1% | +5.9% |
| 7D | +11.3% | +2.1% | +9.2% | +10.6% |
| 30D | +16.8% | +19.2% | -2.3% | +11.2% |
| 3M | +28.9% | +18.0% | +10.9% | +22.7% |
| 6M | +32.7% | +46.1% | -13.4% | +17.9% |
| YTD | +30.8% | +47.7% | -16.9% | +17.6% |
| 1Y | +27.6% | +47.2% | -19.7% | +14.6% |
| All | +27.6% | +44.2% | -16.7% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling