-7.3%
MOD vs LH
+16.1%
-23.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.3% |
| 7D | +9.6% | -2.5% | +12.0% | +9.7% |
| 30D | 0.0% | +4.3% | -4.3% | -0.3% |
| 3M | -35.4% | +25.5% | -60.9% | -37.4% |
| 6M | -7.3% | +17.0% | -24.2% | -0.5% |
| All | -7.3% | +16.1% | -23.3% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling