+753.4%
MOD vs LH
+62.5%
+690.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.4% |
| 7D | -25.5% | +1.4% | -27.0% | -26.2% |
| 30D | -49.0% | +17.5% | -66.5% | -52.5% |
| 3M | -49.8% | +16.1% | -65.9% | -53.1% |
| 6M | -64.8% | +43.4% | -108.1% | -70.3% |
| YTD | -27.6% | +47.2% | -74.8% | -39.6% |
| 1Y | -35.2% | +50.1% | -85.3% | -46.5% |
| 3Y | +137.1% | +81.2% | +56.0% | +75.5% |
| All | +753.4% | +62.5% | +690.9% | +506.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling