+100.1%
MO vs LH
+23.7%
+76.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.9% |
| 7D | -1.0% | -7.4% | +6.4% | 0.0% |
| 30D | +5.8% | -4.6% | +10.4% | +6.4% |
| 3M | -4.5% | +14.5% | -19.0% | -6.5% |
| 6M | +5.7% | +14.8% | -9.1% | +3.4% |
| YTD | +23.1% | +23.3% | -0.1% | +19.0% |
| 1Y | +10.9% | +13.6% | -2.7% | +8.5% |
| 3Y | +96.1% | +56.3% | +39.8% | +81.1% |
| 5Y | +100.1% | +25.2% | +74.9% | +92.2% |
| All | +100.1% | +23.7% | +76.4% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling