+3,070.5%
MLM vs LH
+1,074.2%
+1,996.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -2.9% | -2.5% | -0.5% | -2.5% |
| 30D | -6.8% | +4.3% | -11.2% | -7.5% |
| 3M | -11.2% | +25.5% | -36.8% | -14.9% |
| 6M | -21.8% | +17.0% | -38.8% | -24.1% |
| YTD | -17.0% | +31.3% | -48.2% | -21.1% |
| 1Y | -16.4% | +20.0% | -36.3% | -19.3% |
| 3Y | +14.5% | +63.9% | -49.4% | +4.1% |
| 5Y | +41.7% | +30.9% | +10.9% | +33.5% |
| 10Y | +200.0% | +191.4% | +8.7% | +147.7% |
| All | +3,070.5% | +1,074.2% | +1,996.3% | +2,161.0% |
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 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