+1,535.8%
MOD vs LH
+190.8%
+1,345.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.0% |
| 7D | +9.6% | -2.5% | +12.0% | +10.9% |
| 30D | 0.0% | +4.3% | -4.3% | -2.2% |
| 3M | -35.4% | +25.5% | -60.9% | -43.0% |
| 6M | -7.3% | +17.0% | -24.2% | -15.1% |
| YTD | +45.8% | +31.3% | +14.5% | +25.6% |
| 1Y | +43.1% | +20.0% | +23.2% | +28.3% |
| 3Y | +297.7% | +63.9% | +233.8% | +198.4% |
| 5Y | +1,478.8% | +30.9% | +1,447.9% | +1,199.8% |
| All | +1,535.8% | +190.8% | +1,345.0% | +761.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling