-32.4%
MKC vs LH
+56.3%
-88.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.5% |
| 7D | -2.8% | -7.4% | +4.6% | -0.7% |
| 30D | -3.4% | -4.6% | +1.2% | -2.1% |
| 3M | +3.8% | +14.5% | -10.7% | -0.5% |
| 6M | -17.9% | +14.8% | -32.7% | -21.6% |
| YTD | -23.6% | +23.3% | -46.9% | -28.6% |
| 1Y | -23.1% | +13.6% | -36.7% | -26.5% |
| All | -32.4% | +56.3% | -88.7% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling