+37.0%
MDT vs LH
+183.3%
-146.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | -3.4% | -4.7% | +1.3% | -1.6% |
| 30D | +0.2% | -3.5% | +3.7% | +1.5% |
| 3M | +14.3% | +17.7% | -3.4% | +6.8% |
| 6M | +4.0% | +15.8% | -11.8% | -2.3% |
| YTD | -3.7% | +25.1% | -28.8% | -12.4% |
| 1Y | -0.4% | +12.5% | -12.9% | -5.8% |
| 3Y | +23.3% | +59.8% | -36.4% | -0.2% |
| 5Y | -18.9% | +27.1% | -45.9% | -29.4% |
| All | +37.0% | +183.3% | -146.3% | -22.1% |
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