+2,720.9%
MMM vs LH
+1,382.1%
+1,338.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -3.3% | -2.5% | -0.9% | -3.0% |
| 30D | -7.0% | +4.3% | -11.4% | -7.5% |
| 3M | +10.8% | +25.5% | -14.7% | +7.7% |
| 6M | +5.8% | +17.0% | -11.2% | +3.7% |
| YTD | +6.8% | +31.3% | -24.5% | +3.2% |
| 1Y | +10.4% | +20.0% | -9.6% | +7.7% |
| 3Y | +104.7% | +63.9% | +40.8% | +92.2% |
| 5Y | +23.6% | +30.9% | -7.3% | +18.6% |
| 10Y | +54.1% | +191.4% | -137.3% | +34.7% |
| All | +2,720.9% | +1,382.1% | +1,338.8% | +2,074.9% |
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