+30.5%
MLM vs LH
+61.0%
-30.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -5.8% | +1.2% | -7.0% | -6.3% |
| 30D | +9.8% | +18.0% | -8.1% | +2.7% |
| 3M | -5.2% | +15.7% | -20.9% | -10.7% |
| 6M | -10.3% | +46.6% | -56.9% | -23.5% |
| YTD | -15.5% | +49.5% | -64.9% | -28.8% |
| 1Y | -15.0% | +40.2% | -55.2% | -26.5% |
| 3Y | +17.5% | +87.6% | -70.1% | -12.4% |
| 5Y | +30.5% | +59.3% | -28.7% | +0.1% |
| All | +30.5% | +61.0% | -30.5% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling