+1,049.8%
MDB vs LH
+170.6%
+879.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.4% |
| 7D | -17.4% | -2.5% | -15.0% | -16.4% |
| 30D | -2.0% | +4.3% | -6.4% | -4.3% |
| 3M | -3.0% | +25.5% | -28.5% | -14.4% |
| 6M | +48.7% | +17.0% | +31.7% | +35.9% |
| YTD | -12.1% | +31.3% | -43.4% | -24.6% |
| 1Y | +14.5% | +20.0% | -5.5% | +2.4% |
| 3Y | -6.1% | +63.9% | -70.0% | -31.3% |
| 5Y | -27.3% | +30.9% | -58.2% | -40.0% |
| All | +1,049.8% | +170.6% | +879.2% | +560.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling