+674.0%
MRNA vs LH
+167.5%
+506.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +4.8% |
| 7D | -1.1% | -4.7% | +3.6% | +0.7% |
| 30D | +126.1% | -3.5% | +129.6% | +130.0% |
| 3M | +190.0% | +17.7% | +172.3% | +177.7% |
| 6M | +157.2% | +15.8% | +141.5% | +147.3% |
| YTD | +388.2% | +25.1% | +363.1% | +358.7% |
| 1Y | +467.0% | +12.5% | +454.5% | +448.9% |
| 3Y | +36.1% | +59.8% | -23.7% | +19.9% |
| 5Y | -68.0% | +27.1% | -95.0% | -71.3% |
| All | +674.0% | +167.5% | +506.5% | +584.2% |
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