+966.8%
MOD vs LH
+259.5%
+707.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.4% | +9.2% |
| 7D | -13.9% | +4.6% | -18.5% | -16.2% |
| 30D | -41.5% | +19.1% | -60.7% | -46.8% |
| 3M | -45.7% | +16.7% | -62.5% | -50.2% |
| 6M | -61.1% | +47.0% | -108.2% | -68.7% |
| YTD | -20.5% | +49.3% | -69.8% | -36.4% |
| 1Y | -32.1% | +48.6% | -80.7% | -45.6% |
| 3Y | +146.5% | +87.8% | +58.6% | +71.0% |
| 5Y | +812.7% | +65.0% | +747.7% | +560.9% |
| 10Y | +966.8% | +275.0% | +691.8% | +403.6% |
| All | +966.8% | +259.5% | +707.4% | +403.6% |
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