-13.9%
MLM vs LH
+48.9%
-62.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -2.9% | +4.8% | -7.7% | -4.2% |
| 30D | +10.4% | +18.8% | -8.4% | +5.0% |
| 3M | -3.7% | +15.7% | -19.4% | -7.8% |
| 6M | -10.3% | +46.7% | -56.9% | -19.8% |
| YTD | -14.8% | +48.9% | -63.7% | -23.2% |
| 1Y | -13.9% | +43.5% | -57.3% | -21.2% |
| All | -13.9% | +48.9% | -62.8% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling