+2.4%
MELI vs LH
+27.0%
-24.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -4.1% | -4.7% | +0.6% | -1.7% |
| 30D | +3.8% | -3.5% | +7.3% | +5.6% |
| 3M | +17.8% | +17.7% | +0.2% | +7.6% |
| 6M | +7.4% | +15.8% | -8.3% | -1.1% |
| YTD | -5.8% | +25.1% | -30.9% | -17.2% |
| 1Y | -18.9% | +12.5% | -31.4% | -24.8% |
| 3Y | +33.3% | +59.8% | -26.4% | -6.5% |
| All | +2.4% | +27.0% | -24.6% | -16.8% |
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