+102.0%
MDLZ vs LH
+267.5%
-165.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | +4.8% | -2.6% | +0.8% |
| 30D | +10.1% | +18.8% | -8.7% | +4.3% |
| 3M | +9.1% | +15.7% | -6.6% | +4.0% |
| 6M | +10.0% | +46.7% | -36.7% | -2.6% |
| YTD | +26.8% | +48.9% | -22.1% | +11.4% |
| 1Y | +22.5% | +43.5% | -21.0% | +8.9% |
| 3Y | +5.3% | +86.9% | -81.6% | -15.1% |
| 5Y | +21.4% | +60.4% | -38.9% | +1.2% |
| 10Y | +102.0% | +260.7% | -158.7% | +21.2% |
| All | +102.0% | +267.5% | -165.4% | +21.2% |
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