+1,847.4%
MRVL vs LH
+179.1%
+1,668.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -1.3% |
| 7D | +8.7% | -7.4% | +16.1% | +12.6% |
| 30D | +6.9% | -4.6% | +11.5% | +9.3% |
| 3M | -10.1% | +14.5% | -24.6% | -16.5% |
| 6M | +143.4% | +14.8% | +128.6% | +124.5% |
| YTD | +167.5% | +23.3% | +144.2% | +136.2% |
| 1Y | +239.0% | +13.6% | +225.4% | +209.7% |
| 3Y | +311.0% | +56.3% | +254.6% | +208.9% |
| 5Y | +278.0% | +25.2% | +252.8% | +216.6% |
| All | +1,847.4% | +179.1% | +1,668.3% | +981.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling