+19.3%
MLM vs LH
+80.4%
-61.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -4.1% | +1.4% | -5.6% | -4.6% |
| 30D | +8.2% | +17.5% | -9.3% | +2.6% |
| 3M | -3.6% | +16.1% | -19.6% | -8.2% |
| 6M | -15.6% | +43.4% | -58.9% | -25.1% |
| YTD | -16.4% | +47.2% | -63.6% | -26.7% |
| 1Y | -14.3% | +50.1% | -64.5% | -25.4% |
| 3Y | +19.3% | +81.2% | -61.8% | -2.5% |
| All | +19.3% | +80.4% | -61.1% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling