+321.2%
MRVL vs LH
+63.5%
+257.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.4% | +4.4% |
| 7D | +13.8% | -3.2% | +17.0% | +14.3% |
| 30D | +12.7% | +0.1% | +12.5% | +12.6% |
| 3M | -11.9% | +18.6% | -30.6% | -13.9% |
| 6M | +153.8% | +17.9% | +135.9% | +148.0% |
| YTD | +177.0% | +28.9% | +148.0% | +162.5% |
| 1Y | +252.3% | +16.6% | +235.7% | +244.1% |
| All | +321.2% | +63.5% | +257.6% | +274.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling