-18.3%
MDT vs LH
+23.7%
-42.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.1% |
| 7D | -1.6% | -7.4% | +5.8% | +0.9% |
| 30D | +1.0% | -4.6% | +5.6% | +2.5% |
| 3M | +15.2% | +14.5% | +0.7% | +9.9% |
| 6M | +3.7% | +14.8% | -11.1% | -1.3% |
| YTD | -3.0% | +23.3% | -26.2% | -9.8% |
| 1Y | +2.5% | +13.6% | -11.1% | -2.5% |
| 3Y | +26.5% | +56.3% | -29.9% | +7.7% |
| 5Y | -18.3% | +25.2% | -43.5% | -28.2% |
| All | -18.3% | +23.7% | -42.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling