+1,500.7%
MOD vs LH
+1,547.2%
-46.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.2% | -6.1% | -7.0% |
| 7D | -34.2% | -1.3% | -32.8% | -34.1% |
| 30D | -51.9% | +16.6% | -68.4% | -53.5% |
| 3M | -53.0% | +16.0% | -69.0% | -54.6% |
| 6M | -66.4% | +42.0% | -108.3% | -68.9% |
| YTD | -31.5% | +45.9% | -77.4% | -37.1% |
| 1Y | -39.6% | +46.4% | -85.9% | -44.5% |
| 3Y | +116.8% | +79.0% | +37.9% | +90.6% |
| 5Y | +713.8% | +62.3% | +651.5% | +626.1% |
| 10Y | +882.7% | +265.9% | +616.8% | +652.6% |
| All | +1,500.7% | +1,547.2% | -46.5% | +910.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling