+107.6%
MDLZ vs LH
+261.9%
-154.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | +7.9% | +16.7% | -8.8% | +2.8% |
| 3M | +7.3% | +15.1% | -7.8% | +2.4% |
| 6M | +11.7% | +46.3% | -34.6% | -1.1% |
| YTD | +28.7% | +48.8% | -20.0% | +13.2% |
| 1Y | +22.8% | +39.7% | -16.9% | +10.0% |
| 3Y | +6.6% | +87.0% | -80.5% | -14.0% |
| 5Y | +23.2% | +53.0% | -29.8% | +4.3% |
| All | +107.6% | +261.9% | -154.3% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling