+104.7%
MPC vs LH
+43.1%
+61.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +2.6% | +1.2% | +1.4% | +2.6% |
| 30D | -12.2% | +18.0% | -30.2% | -12.7% |
| 3M | +20.1% | +15.7% | +4.4% | +19.5% |
| 6M | +60.6% | +46.6% | +14.0% | +57.8% |
| YTD | +150.6% | +49.5% | +101.1% | +142.3% |
| 1Y | +104.7% | +40.2% | +64.5% | +102.0% |
| All | +104.7% | +43.1% | +61.6% | +102.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling