+138.8%
MLM vs LH
+261.9%
-123.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.9% | +1.1% | -1.9% | -1.4% |
| 30D | +9.0% | +16.7% | -7.7% | +0.9% |
| 3M | -5.6% | +15.1% | -20.7% | -12.2% |
| 6M | -10.7% | +46.3% | -57.0% | -26.5% |
| YTD | -17.2% | +48.8% | -65.9% | -32.7% |
| 1Y | -14.2% | +39.7% | -53.9% | -28.1% |
| 3Y | +15.6% | +87.0% | -71.4% | -18.6% |
| 5Y | +26.2% | +53.0% | -26.8% | -3.0% |
| All | +138.8% | +261.9% | -123.1% | +9.3% |
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