+935.2%
MDB vs LH
+207.0%
+728.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -1.0% | +4.8% | -5.8% | -3.3% |
| 30D | -14.0% | +18.8% | -32.8% | -21.3% |
| 3M | -20.3% | +15.7% | -36.0% | -26.5% |
| 6M | +10.9% | +46.7% | -35.8% | -10.1% |
| YTD | -20.9% | +48.9% | -69.8% | -36.6% |
| 1Y | -11.2% | +43.5% | -54.7% | -27.6% |
| 3Y | -11.9% | +86.9% | -98.8% | -39.7% |
| 5Y | -40.2% | +60.4% | -100.6% | -55.5% |
| All | +935.2% | +207.0% | +728.2% | +454.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling