+2,222.5%
MKSI vs LH
+8,964.9%
-6,742.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | +2.7% | -4.7% | +7.4% | +4.8% |
| 30D | -12.8% | -3.5% | -9.3% | -11.6% |
| 3M | -22.5% | +17.7% | -40.2% | -28.2% |
| 6M | +19.4% | +15.8% | +3.6% | +11.0% |
| YTD | +67.7% | +25.1% | +42.6% | +50.8% |
| 1Y | +131.4% | +12.5% | +118.9% | +116.6% |
| 3Y | +197.3% | +59.8% | +137.6% | +139.3% |
| 5Y | +87.0% | +27.1% | +59.9% | +64.4% |
| 10Y | +522.1% | +183.2% | +338.8% | +292.1% |
| All | +2,222.5% | +8,964.9% | -6,742.3% | +489.4% |
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