+254.1%
MP vs LH
+177.1%
+77.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.7% |
| 7D | -10.5% | +1.4% | -11.9% | -11.0% |
| 30D | -23.5% | +17.5% | -41.0% | -27.7% |
| 3M | -25.4% | +16.1% | -41.5% | -29.2% |
| 6M | -51.3% | +43.4% | -94.6% | -57.2% |
| YTD | -29.9% | +47.2% | -77.1% | -39.1% |
| 1Y | -31.8% | +50.1% | -82.0% | -41.3% |
| 3Y | +127.0% | +81.2% | +45.8% | +78.8% |
| 5Y | -3.3% | +63.7% | -67.0% | -24.6% |
| All | +254.1% | +177.1% | +77.0% | +181.3% |
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