-15.1%
MP vs LH
+62.5%
-77.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.6% |
| 7D | -10.5% | +1.4% | -11.9% | -11.1% |
| 30D | -23.5% | +17.5% | -41.0% | -28.6% |
| 3M | -25.4% | +16.1% | -41.5% | -30.1% |
| 6M | -51.3% | +43.4% | -94.6% | -58.6% |
| YTD | -29.9% | +47.2% | -77.1% | -41.3% |
| 1Y | -31.8% | +50.1% | -82.0% | -43.5% |
| 3Y | +127.0% | +81.2% | +45.8% | +65.5% |
| All | -15.1% | +62.5% | -77.6% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling