+3,056.8%
MMM vs LH
+1,585.8%
+1,471.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.7% |
| 7D | +5.8% | +4.6% | +1.2% | +5.2% |
| 30D | +17.9% | +19.1% | -1.2% | +15.4% |
| 3M | +3.6% | +16.7% | -13.2% | +1.6% |
| 6M | +32.9% | +47.0% | -14.1% | +26.7% |
| YTD | +19.5% | +49.3% | -29.8% | +13.6% |
| 1Y | +16.5% | +48.6% | -32.1% | +10.9% |
| 3Y | +167.2% | +87.8% | +79.3% | +146.7% |
| 5Y | +48.2% | +65.0% | -16.8% | +38.4% |
| 10Y | +83.0% | +275.0% | -192.0% | +55.8% |
| All | +3,056.8% | +1,585.8% | +1,471.0% | +2,295.0% |
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