+6,802.6%
MELI vs LH
+409.9%
+6,392.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +4.3% |
| 7D | -4.3% | -7.4% | +3.1% | +0.3% |
| 30D | -1.7% | -4.6% | +2.9% | +1.0% |
| 3M | +20.0% | +14.5% | +5.5% | +9.8% |
| 6M | +9.4% | +14.8% | -5.4% | -0.1% |
| YTD | -5.4% | +23.3% | -28.6% | -17.7% |
| 1Y | -18.8% | +13.6% | -32.5% | -26.3% |
| 3Y | +33.5% | +56.3% | -22.9% | -5.6% |
| 5Y | +3.2% | +25.2% | -22.0% | -15.5% |
| 10Y | +967.9% | +179.1% | +788.8% | +353.7% |
| All | +6,802.6% | +409.9% | +6,392.7% | +1,343.5% |
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