+3,091.3%
MLM vs LH
+1,216.7%
+1,874.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -4.1% | +1.4% | -5.6% | -4.4% |
| 30D | +8.2% | +17.5% | -9.3% | +5.0% |
| 3M | -3.6% | +16.1% | -19.6% | -6.2% |
| 6M | -15.6% | +43.4% | -58.9% | -21.0% |
| YTD | -16.4% | +47.2% | -63.6% | -22.3% |
| 1Y | -14.3% | +50.1% | -64.5% | -20.6% |
| 3Y | +19.3% | +81.2% | -61.8% | +6.5% |
| 5Y | +29.6% | +63.7% | -34.1% | +17.3% |
| 10Y | +189.9% | +269.2% | -79.2% | +130.9% |
| All | +3,091.3% | +1,216.7% | +1,874.6% | +2,127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling