+148.5%
MRNA vs LH
+13.9%
+134.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +8.8% |
| 7D | -8.2% | -7.4% | -0.8% | +5.6% |
| 30D | +125.6% | -4.6% | +130.1% | +149.0% |
| 3M | +197.1% | +14.5% | +182.6% | +212.5% |
| 6M | +148.5% | +14.8% | +133.7% | +162.5% |
| All | +148.5% | +13.9% | +134.6% | +162.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling