+75.6%
MMM vs LH
+261.9%
-186.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | +11.7% | +16.7% | -5.1% | +5.5% |
| 3M | +1.0% | +15.1% | -14.1% | -4.3% |
| 6M | +26.0% | +46.3% | -20.3% | +9.0% |
| YTD | +16.3% | +48.8% | -32.4% | -0.3% |
| 1Y | +9.6% | +39.7% | -30.1% | -3.8% |
| 3Y | +157.3% | +87.0% | +70.3% | +99.6% |
| 5Y | +42.5% | +53.0% | -10.5% | +17.0% |
| All | +75.6% | +261.9% | -186.3% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling