+249.5%
MRVL vs LH
+20.0%
+229.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.4% | +6.5% |
| 7D | +3.2% | -2.5% | +5.7% | +2.3% |
| 30D | +5.9% | +4.3% | +1.6% | +7.6% |
| 3M | -29.3% | +25.5% | -54.9% | -21.4% |
| 6M | +186.5% | +17.0% | +169.5% | +213.6% |
| YTD | +163.4% | +31.3% | +132.2% | +197.4% |
| 1Y | +249.5% | +20.0% | +229.5% | +292.8% |
| All | +249.5% | +20.0% | +229.5% | +292.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling