+14.9%
MP vs LH
+6.8%
+8.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.9% |
| 7D | -2.9% | -2.5% | -0.4% | -2.0% |
| 30D | +13.8% | +4.3% | +9.5% | +11.9% |
| All | +14.9% | +6.8% | +8.1% | +12.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling