+607.1%
MS vs LH
+263.9%
+343.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -3.8% | +17.5% | -21.3% | -11.5% |
| 3M | -14.6% | +16.1% | -30.7% | -21.1% |
| 6M | -5.1% | +43.4% | -48.4% | -22.0% |
| YTD | +4.5% | +47.2% | -42.7% | -15.7% |
| 1Y | +13.5% | +50.1% | -36.6% | -9.5% |
| 3Y | +160.4% | +81.2% | +79.2% | +83.3% |
| 5Y | +112.9% | +63.7% | +49.1% | +55.0% |
| All | +607.1% | +263.9% | +343.2% | +242.4% |
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 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