-24.5%
MDB vs LH
+31.3%
-55.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.1% |
| 7D | -18.0% | -0.8% | -17.2% | -17.7% |
| 30D | -10.7% | +2.0% | -12.7% | -11.9% |
| 3M | +1.0% | +24.3% | -23.3% | -11.8% |
| 6M | +31.6% | +21.1% | +10.6% | +16.6% |
| YTD | -15.2% | +30.4% | -45.6% | -28.6% |
| 1Y | +10.1% | +18.4% | -8.3% | -2.2% |
| 3Y | -5.6% | +65.5% | -71.1% | -37.5% |
| 5Y | -24.5% | +29.9% | -54.4% | -38.1% |
| All | -24.5% | +31.3% | -55.8% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling