+127.0%
MP vs LH
+80.4%
+46.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.7% |
| 7D | -10.5% | +1.4% | -11.9% | -10.9% |
| 30D | -23.5% | +17.5% | -41.0% | -27.2% |
| 3M | -25.4% | +16.1% | -41.5% | -28.8% |
| 6M | -51.3% | +43.4% | -94.6% | -56.7% |
| YTD | -29.9% | +47.2% | -77.1% | -38.3% |
| 1Y | -31.8% | +50.1% | -82.0% | -40.5% |
| 3Y | +127.0% | +81.2% | +45.8% | +62.2% |
| All | +127.0% | +80.4% | +46.6% | +62.2% |
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