+14,479.0%
MPWR vs LH
+749.6%
+13,729.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.7% |
| 7D | -2.6% | -2.5% | -0.1% | -1.2% |
| 30D | -9.0% | +4.3% | -13.4% | -11.4% |
| 3M | -25.8% | +25.5% | -51.4% | -36.1% |
| 6M | +11.8% | +17.0% | -5.2% | +0.3% |
| YTD | +35.5% | +31.3% | +4.2% | +13.0% |
| 1Y | +45.3% | +20.0% | +25.3% | +27.2% |
| 3Y | +138.5% | +63.9% | +74.6% | +70.2% |
| 5Y | +152.8% | +30.9% | +121.9% | +104.4% |
| 10Y | +1,616.6% | +191.4% | +1,425.2% | +724.9% |
| All | +14,479.0% | +749.6% | +13,729.4% | +4,574.2% |
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