+264.6%
MP vs LH
+180.3%
+84.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.3% |
| 7D | -3.6% | +4.8% | -8.4% | -5.1% |
| 30D | -21.0% | +18.8% | -39.8% | -25.5% |
| 3M | -33.3% | +15.7% | -49.0% | -36.6% |
| 6M | -45.9% | +46.7% | -92.6% | -52.9% |
| YTD | -27.8% | +48.9% | -76.8% | -37.6% |
| 1Y | -43.2% | +43.5% | -86.7% | -50.2% |
| 3Y | +144.0% | +86.9% | +57.1% | +90.2% |
| 5Y | -6.1% | +60.4% | -66.5% | -27.1% |
| All | +264.6% | +180.3% | +84.3% | +188.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling