+144.0%
MP vs LH
+86.6%
+57.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.3% |
| 7D | -3.6% | +4.8% | -8.4% | -5.0% |
| 30D | -21.0% | +18.8% | -39.8% | -25.0% |
| 3M | -33.3% | +15.7% | -49.0% | -36.2% |
| 6M | -45.9% | +46.7% | -92.6% | -52.3% |
| YTD | -27.8% | +48.9% | -76.8% | -36.7% |
| 1Y | -43.2% | +43.5% | -86.7% | -49.5% |
| 3Y | +144.0% | +86.9% | +57.1% | +64.9% |
| All | +144.0% | +86.6% | +57.4% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling