+906.4%
MOD vs LH
+263.9%
+642.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | -25.5% | +1.4% | -27.0% | -26.4% |
| 30D | -49.0% | +17.5% | -66.5% | -53.3% |
| 3M | -49.8% | +16.1% | -65.9% | -53.8% |
| 6M | -64.8% | +43.4% | -108.1% | -71.2% |
| YTD | -27.6% | +47.2% | -74.8% | -41.7% |
| 1Y | -35.2% | +50.1% | -85.3% | -48.3% |
| 3Y | +137.1% | +81.2% | +56.0% | +67.8% |
| 5Y | +760.3% | +63.7% | +696.6% | +525.6% |
| All | +906.4% | +263.9% | +642.5% | +397.9% |
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