+1,064.5%
MOD vs LH
+261.9%
+802.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.5% | +28.4% | +28.1% |
| 7D | +40.4% | +1.1% | +39.4% | +39.7% |
| 30D | -14.0% | +16.7% | -30.7% | -20.9% |
| 3M | -33.3% | +15.1% | -48.4% | -38.4% |
| 6M | -51.4% | +46.3% | -97.7% | -60.7% |
| YTD | +1.6% | +48.8% | -47.2% | -18.6% |
| 1Y | +5.4% | +39.7% | -34.3% | -12.7% |
| 3Y | +191.0% | +87.0% | +103.9% | +102.3% |
| 5Y | +1,093.1% | +53.0% | +1,040.1% | +801.5% |
| All | +1,064.5% | +261.9% | +802.6% | +460.6% |
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