+128.2%
MOD vs LH
+86.6%
+41.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -17.8% | +4.8% | -22.6% | -19.2% |
| 30D | -43.2% | +18.8% | -62.0% | -46.7% |
| 3M | -46.0% | +15.7% | -61.7% | -48.9% |
| 6M | -62.2% | +46.7% | -108.9% | -67.9% |
| YTD | -22.8% | +48.9% | -71.7% | -34.5% |
| 1Y | -35.5% | +43.5% | -78.9% | -44.3% |
| 3Y | +128.2% | +86.9% | +41.3% | +67.0% |
| All | +128.2% | +86.6% | +41.6% | +67.0% |
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 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