-11.9%
MRVL vs LH
+45.6%
-57.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.8% |
| 7D | +11.0% | +1.1% | +10.0% | +11.3% |
| 30D | -36.1% | +16.7% | -52.8% | -31.3% |
| 3M | -29.4% | +15.1% | -44.5% | -25.0% |
| 6M | -11.9% | +46.3% | -58.2% | +45.9% |
| All | -11.9% | +45.6% | -57.4% | +45.9% |
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