+1,743.1%
MRVL vs LH
+1,936.6%
-193.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.4% | +7.6% |
| 7D | +3.2% | -2.5% | +5.7% | +4.2% |
| 30D | +5.9% | +4.3% | +1.6% | +4.2% |
| 3M | -29.3% | +25.5% | -54.9% | -36.0% |
| 6M | +186.5% | +17.0% | +169.5% | +165.9% |
| YTD | +163.4% | +31.3% | +132.2% | +132.6% |
| 1Y | +249.5% | +20.0% | +229.5% | +218.0% |
| 3Y | +289.4% | +63.9% | +225.5% | +207.8% |
| 5Y | +270.2% | +30.9% | +239.4% | +219.8% |
| 10Y | +1,748.8% | +191.4% | +1,557.4% | +1,039.8% |
| All | +1,743.1% | +1,936.6% | -193.5% | +417.5% |
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