+82.3%
MET vs LH
+28.2%
+54.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -0.8% | -3.2% | +2.4% | +0.5% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +12.5% | +18.6% | -6.1% | +4.9% |
| 6M | +37.1% | +17.9% | +19.2% | +28.0% |
| YTD | +23.8% | +28.9% | -5.2% | +11.1% |
| 1Y | +24.1% | +16.6% | +7.5% | +15.7% |
| 3Y | +65.2% | +63.6% | +1.6% | +32.9% |
| 5Y | +82.3% | +30.0% | +52.2% | +50.5% |
| All | +82.3% | +28.2% | +54.1% | +50.5% |
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 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