-10.4%
MDB vs LH
+86.6%
-97.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.3% |
| 7D | -0.9% | +4.6% | -5.5% | -2.1% |
| 30D | -15.2% | +19.1% | -34.3% | -18.9% |
| 3M | -17.9% | +16.7% | -34.7% | -21.3% |
| 6M | +9.3% | +47.0% | -37.7% | -2.6% |
| YTD | -22.0% | +49.3% | -71.3% | -30.7% |
| 1Y | -9.3% | +48.6% | -57.9% | -19.5% |
| 3Y | -10.4% | +87.8% | -98.2% | -23.7% |
| All | -10.4% | +86.6% | -97.0% | -23.7% |
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 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