+95.0%
MO vs LH
+58.7%
+36.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +0.1% | -4.7% | +4.8% | +0.5% |
| 30D | +7.1% | -3.5% | +10.6% | +7.4% |
| 3M | -2.0% | +17.7% | -19.7% | -3.7% |
| 6M | +7.3% | +15.8% | -8.5% | +5.5% |
| YTD | +23.5% | +25.1% | -1.6% | +20.3% |
| 1Y | +11.0% | +12.5% | -1.5% | +9.4% |
| 3Y | +95.0% | +59.8% | +35.2% | +98.0% |
| All | +95.0% | +58.7% | +36.3% | +98.0% |
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 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