+445.3%
MP vs LH
+147.1%
+298.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | -16.7% | +25.5% | -42.2% | -23.3% |
| 6M | -11.5% | +17.0% | -28.5% | -16.4% |
| YTD | +7.9% | +31.3% | -23.3% | -2.4% |
| 1Y | -15.0% | +20.0% | -35.0% | -20.9% |
| 3Y | +153.5% | +63.9% | +89.6% | +106.6% |
| 5Y | +58.7% | +30.9% | +27.8% | +28.0% |
| All | +445.3% | +147.1% | +298.2% | +350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling