+454.2%
MDLZ vs LH
+923.0%
-468.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.7% | -2.5% | +0.7% | -1.1% |
| 30D | -2.1% | +4.3% | -6.5% | -3.1% |
| 3M | +1.3% | +25.5% | -24.2% | -4.3% |
| 6M | +6.2% | +17.0% | -10.8% | +2.0% |
| YTD | +15.8% | +31.3% | -15.5% | +8.0% |
| 1Y | +4.1% | +20.0% | -15.9% | -0.8% |
| 3Y | -4.1% | +63.9% | -68.0% | -16.1% |
| 5Y | +13.4% | +30.9% | -17.5% | +3.5% |
| 10Y | +75.7% | +191.4% | -115.6% | +28.4% |
| All | +454.2% | +923.0% | -468.7% | +221.6% |
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