+167.2%
MMM vs LH
+86.6%
+80.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.4% |
| 7D | +5.8% | +4.6% | +1.2% | +4.2% |
| 30D | +17.9% | +19.1% | -1.2% | +11.2% |
| 3M | +3.6% | +16.7% | -13.2% | -1.8% |
| 6M | +32.9% | +47.0% | -14.1% | +15.9% |
| YTD | +19.5% | +49.3% | -29.8% | +3.3% |
| 1Y | +16.5% | +48.6% | -32.1% | +0.9% |
| 3Y | +167.2% | +87.8% | +79.3% | +102.3% |
| All | +167.2% | +86.6% | +80.6% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling