+19.8%
MDT vs LH
+46.2%
-26.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +8.0% | -1.3% | +9.3% | +8.4% |
| 30D | +20.4% | +16.6% | +3.8% | +13.9% |
| 3M | +22.9% | +16.0% | +7.0% | +16.2% |
| 6M | +37.1% | +42.0% | -4.9% | +19.4% |
| YTD | +11.9% | +45.9% | -34.0% | -4.6% |
| 1Y | +19.8% | +46.4% | -26.6% | +2.0% |
| All | +19.8% | +46.2% | -26.4% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling