+180.6%
MPC vs LH
+64.2%
+116.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +5.4% | -2.5% | +7.9% | +6.0% |
| 30D | +31.0% | +4.3% | +26.6% | +29.7% |
| 3M | +46.0% | +25.5% | +20.5% | +38.3% |
| 6M | +77.3% | +17.0% | +60.3% | +70.8% |
| YTD | +141.9% | +31.3% | +110.6% | +125.3% |
| 1Y | +120.9% | +20.0% | +100.9% | +110.8% |
| All | +180.6% | +64.2% | +116.4% | +138.8% |
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