+954.3%
MDB vs LH
+208.1%
+746.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +3.0% | +1.2% | +1.8% | +2.4% |
| 30D | -11.3% | +18.0% | -29.3% | -18.5% |
| 3M | -23.0% | +15.7% | -38.7% | -29.0% |
| 6M | +14.8% | +46.6% | -31.9% | -7.0% |
| YTD | -19.4% | +49.5% | -68.9% | -35.6% |
| 1Y | -9.0% | +40.2% | -49.2% | -24.8% |
| 3Y | -10.3% | +87.6% | -97.9% | -38.7% |
| 5Y | -38.4% | +59.3% | -97.6% | -54.0% |
| All | +954.3% | +208.1% | +746.2% | +464.2% |
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 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