+25.7%
MLM vs LH
+62.5%
-36.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | -4.1% | +1.4% | -5.6% | -4.7% |
| 30D | +8.2% | +17.5% | -9.3% | +1.4% |
| 3M | -3.6% | +16.1% | -19.6% | -9.3% |
| 6M | -15.6% | +43.4% | -58.9% | -27.3% |
| YTD | -16.4% | +47.2% | -63.6% | -29.1% |
| 1Y | -14.3% | +50.1% | -64.5% | -27.9% |
| 3Y | +19.3% | +81.2% | -61.8% | -9.4% |
| All | +25.7% | +62.5% | -36.8% | -4.0% |
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