-2.3%
MDB vs LH
+65.1%
-67.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.7% |
| 7D | -17.4% | -2.5% | -15.0% | -16.9% |
| 30D | -2.0% | +4.3% | -6.4% | -3.2% |
| 3M | -3.0% | +25.5% | -28.5% | -9.1% |
| 6M | +48.7% | +17.0% | +31.7% | +41.9% |
| YTD | -12.1% | +31.3% | -43.4% | -18.6% |
| 1Y | +14.5% | +20.0% | -5.5% | +8.3% |
| All | -2.3% | +65.1% | -67.4% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling