+321.2%
MOD vs LH
+64.2%
+256.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.8% |
| 7D | +9.6% | -2.5% | +12.0% | +10.5% |
| 30D | 0.0% | +4.3% | -4.3% | -1.7% |
| 3M | -35.4% | +25.5% | -60.9% | -41.4% |
| 6M | -7.3% | +17.0% | -24.2% | -13.1% |
| YTD | +45.8% | +31.3% | +14.5% | +29.9% |
| 1Y | +43.1% | +20.0% | +23.2% | +31.8% |
| All | +321.2% | +64.2% | +256.9% | +239.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling