+274.5%
MP vs LH
+181.4%
+93.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +11.0% | +2.5% | +8.5% | +10.1% |
| 30D | -11.7% | +18.7% | -30.4% | -16.8% |
| 3M | -30.8% | +15.3% | -46.1% | -34.1% |
| 6M | -42.9% | +45.4% | -88.3% | -50.1% |
| YTD | -25.9% | +49.5% | -75.4% | -35.9% |
| 1Y | -37.3% | +41.4% | -78.7% | -44.7% |
| 3Y | +150.7% | +87.6% | +63.0% | +95.1% |
| 5Y | -19.3% | +53.8% | -73.0% | -37.4% |
| All | +274.5% | +181.4% | +93.1% | +196.0% |
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 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