+87.9%
MDLZ vs LH
+185.6%
-97.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.6% |
| 7D | 0.0% | -3.2% | +3.1% | +0.9% |
| 30D | +1.4% | +0.1% | +1.3% | +1.4% |
| 3M | 0.0% | +18.6% | -18.6% | -5.2% |
| 6M | +9.1% | +17.9% | -8.8% | +3.5% |
| YTD | +17.9% | +28.9% | -11.0% | +8.8% |
| 1Y | +3.2% | +16.6% | -13.4% | -2.0% |
| 3Y | -2.5% | +63.6% | -66.0% | -17.6% |
| 5Y | +17.6% | +30.0% | -12.4% | +5.1% |
| 10Y | +87.9% | +191.9% | -104.0% | +22.0% |
| All | +87.9% | +185.6% | -97.7% | +22.0% |
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