+16,459.4%
MPWR vs LH
+866.4%
+15,593.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.4% | +15.2% | +15.8% |
| 7D | +11.6% | +4.6% | +7.0% | +8.8% |
| 30D | +0.1% | +19.1% | -19.0% | -10.1% |
| 3M | -0.8% | +16.7% | -17.6% | -10.3% |
| 6M | -13.0% | +47.0% | -60.1% | -32.4% |
| YTD | +53.9% | +49.3% | +4.6% | +18.0% |
| 1Y | +45.8% | +48.6% | -2.8% | +12.0% |
| 3Y | +194.3% | +87.8% | +106.4% | +92.4% |
| 5Y | +160.1% | +65.0% | +95.1% | +82.0% |
| 10Y | +1,786.5% | +275.0% | +1,511.5% | +682.4% |
| All | +16,459.4% | +866.4% | +15,593.0% | +4,781.0% |
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 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