+820.4%
MOD vs LH
+61.0%
+759.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +8.2% | +1.2% | +7.0% | +7.8% |
| 30D | -38.2% | +18.0% | -56.1% | -42.4% |
| 3M | -46.2% | +15.7% | -61.9% | -49.6% |
| 6M | -62.5% | +46.6% | -109.2% | -68.8% |
| YTD | -20.1% | +49.5% | -69.6% | -33.8% |
| 1Y | -29.7% | +40.2% | -69.9% | -40.0% |
| 3Y | +136.2% | +87.6% | +48.6% | +71.6% |
| 5Y | +820.4% | +59.3% | +761.1% | +542.0% |
| All | +820.4% | +61.0% | +759.4% | +542.0% |
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 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