+6,923.6%
MCK vs LH
+1,033.1%
+5,890.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -2.9% | -4.7% | +1.8% | -2.0% |
| 30D | +0.4% | -3.5% | +3.9% | +1.1% |
| 3M | +12.1% | +17.7% | -5.6% | +8.6% |
| 6M | -5.4% | +15.8% | -21.2% | -8.2% |
| YTD | +7.8% | +25.1% | -17.3% | +3.1% |
| 1Y | +22.9% | +12.5% | +10.4% | +19.8% |
| 3Y | +110.7% | +59.8% | +51.0% | +90.8% |
| 5Y | +346.2% | +27.1% | +319.1% | +318.1% |
| 10Y | +440.1% | +183.2% | +256.9% | +331.8% |
| All | +6,923.6% | +1,033.1% | +5,890.5% | +4,001.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling