+287.6%
MP vs LH
+180.0%
+107.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +9.5% | +1.1% | +8.4% | +9.1% |
| 30D | -3.0% | +16.7% | -19.7% | -8.0% |
| 3M | -30.4% | +15.1% | -45.5% | -33.7% |
| 6M | -39.2% | +46.3% | -85.5% | -47.0% |
| YTD | -23.3% | +48.8% | -72.0% | -33.6% |
| 1Y | -32.6% | +39.7% | -72.3% | -40.4% |
| 3Y | +159.3% | +87.0% | +72.2% | +102.0% |
| 5Y | -16.4% | +53.0% | -69.5% | -35.1% |
| All | +287.6% | +180.0% | +107.6% | +206.9% |
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