+3,858.6%
MKC vs LH
+1,579.7%
+2,278.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -3.0% | +1.1% | -4.0% | -3.1% |
| 30D | +4.8% | +16.7% | -11.9% | +3.3% |
| 3M | -12.8% | +15.1% | -27.9% | -14.0% |
| 6M | +5.0% | +46.3% | -41.3% | +1.3% |
| YTD | -29.1% | +48.8% | -77.8% | -31.7% |
| 1Y | -26.4% | +39.7% | -66.1% | -28.8% |
| 3Y | -21.6% | +87.0% | -108.7% | -26.3% |
| 5Y | -35.2% | +53.0% | -88.3% | -38.3% |
| 10Y | +25.6% | +264.3% | -238.7% | +10.9% |
| All | +3,858.6% | +1,579.7% | +2,278.9% | +2,981.0% |
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