+9,297.9%
MDT vs LH
+1,579.7%
+7,718.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.9% |
| 7D | +1.0% | +1.1% | 0.0% | +0.8% |
| 30D | +9.2% | +16.7% | -7.6% | +6.1% |
| 3M | +14.5% | +15.1% | -0.6% | +11.6% |
| 6M | +37.3% | +46.3% | -9.0% | +28.2% |
| YTD | +9.8% | +48.8% | -38.9% | +2.1% |
| 1Y | +10.5% | +39.7% | -29.2% | +3.9% |
| 3Y | +57.4% | +87.0% | -29.6% | +40.0% |
| 5Y | +1.2% | +53.0% | -51.8% | -7.5% |
| 10Y | +63.2% | +264.3% | -201.1% | +28.0% |
| All | +9,297.9% | +1,579.7% | +7,718.2% | +5,121.0% |
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 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