+339.0%
MCK vs LH
+27.0%
+312.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -2.9% | -4.7% | +1.8% | -1.9% |
| 30D | +0.4% | -3.5% | +3.9% | +1.2% |
| 3M | +12.1% | +17.7% | -5.6% | +7.9% |
| 6M | -5.4% | +15.8% | -21.2% | -8.8% |
| YTD | +7.8% | +25.1% | -17.3% | +2.3% |
| 1Y | +22.9% | +12.5% | +10.4% | +19.2% |
| 3Y | +110.7% | +59.8% | +51.0% | +87.9% |
| All | +339.0% | +27.0% | +312.0% | +310.4% |
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 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