+1,285.4%
MET vs LH
+4,309.9%
-3,024.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.5% | +1.1% | +3.4% | +4.0% |
| 30D | +3.5% | +16.7% | -13.2% | -3.4% |
| 3M | +5.9% | +15.1% | -9.2% | -0.8% |
| 6M | +33.1% | +46.3% | -13.3% | +11.9% |
| YTD | +33.6% | +48.8% | -15.2% | +11.1% |
| 1Y | +32.7% | +39.7% | -7.0% | +13.4% |
| 3Y | +85.0% | +87.0% | -2.0% | +37.3% |
| 5Y | +85.6% | +53.0% | +32.6% | +47.7% |
| 10Y | +198.8% | +264.3% | -65.5% | +57.8% |
| All | +1,285.4% | +4,309.9% | -3,024.5% | +365.2% |
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 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