+27.4%
MKC vs LH
+183.3%
-155.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -1.5% | -4.7% | +3.2% | -0.2% |
| 30D | -3.1% | -3.5% | +0.4% | -2.2% |
| 3M | +5.2% | +17.7% | -12.5% | +0.4% |
| 6M | -12.8% | +15.8% | -28.6% | -16.6% |
| YTD | -23.3% | +25.1% | -48.4% | -28.2% |
| 1Y | -24.1% | +12.5% | -36.6% | -27.0% |
| 3Y | -32.1% | +59.8% | -91.9% | -41.2% |
| 5Y | -32.8% | +27.1% | -59.9% | -38.9% |
| All | +27.4% | +183.3% | -155.9% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling