+4,229.0%
MKC vs LH
+1,372.9%
+2,856.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -4.3% | -0.8% | -3.5% | -4.3% |
| 30D | -2.0% | +2.0% | -4.0% | -2.2% |
| 3M | +10.0% | +24.3% | -14.3% | +7.8% |
| 6M | -18.5% | +21.1% | -39.6% | -20.0% |
| YTD | -22.4% | +30.4% | -52.9% | -24.4% |
| 1Y | -23.6% | +18.4% | -42.0% | -24.9% |
| 3Y | -30.4% | +65.5% | -95.9% | -33.8% |
| 5Y | -34.2% | +29.9% | -64.1% | -36.3% |
| 10Y | +26.8% | +186.6% | -159.8% | +14.2% |
| All | +4,229.0% | +1,372.9% | +2,856.1% | +3,313.2% |
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