-4.8%
MDB vs LH
+41.3%
-46.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +6.8% | +1.1% | +5.8% | +6.7% |
| 30D | -6.2% | +16.7% | -22.9% | -7.8% |
| 3M | -29.2% | +15.1% | -44.3% | -30.4% |
| 6M | +10.3% | +46.3% | -36.0% | +1.8% |
| YTD | -20.4% | +48.8% | -69.1% | -22.0% |
| 1Y | -4.8% | +39.7% | -44.5% | -7.7% |
| All | -4.8% | +41.3% | -46.2% | -7.7% |
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