+5.4%
MOD vs LH
+41.3%
-36.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.5% | +28.4% | +27.9% |
| 7D | +40.4% | +1.1% | +39.4% | +40.3% |
| 30D | -14.0% | +16.7% | -30.7% | -15.7% |
| 3M | -33.3% | +15.1% | -48.4% | -34.5% |
| 6M | -51.4% | +46.3% | -97.7% | -56.1% |
| YTD | +1.6% | +48.8% | -47.2% | -5.8% |
| 1Y | +5.4% | +39.7% | -34.3% | +5.0% |
| All | +5.4% | +41.3% | -36.0% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling