+15,576.2%
MO vs LH
+1,372.9%
+14,203.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -0.3% | +2.0% | -2.3% | -0.5% |
| 3M | -2.9% | +24.3% | -27.2% | -5.2% |
| 6M | +5.8% | +21.1% | -15.3% | +3.6% |
| YTD | +22.0% | +30.4% | -8.4% | +18.5% |
| 1Y | +10.7% | +18.4% | -7.7% | +8.5% |
| 3Y | +94.4% | +65.5% | +28.9% | +83.2% |
| 5Y | +97.2% | +29.9% | +67.3% | +89.6% |
| 10Y | +103.0% | +186.6% | -83.7% | +78.5% |
| All | +15,576.2% | +1,372.9% | +14,203.3% | +11,436.3% |
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 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