+578.8%
MS vs LH
+259.5%
+319.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.4% |
| 7D | +0.7% | +4.6% | -3.8% | -1.5% |
| 30D | -0.9% | +19.1% | -20.1% | -9.6% |
| 3M | -13.0% | +16.7% | -29.7% | -19.9% |
| 6M | -2.0% | +47.0% | -49.0% | -20.6% |
| YTD | +7.8% | +49.3% | -41.5% | -13.9% |
| 1Y | +17.9% | +48.6% | -30.8% | -5.7% |
| 3Y | +174.8% | +87.8% | +86.9% | +89.1% |
| 5Y | +119.9% | +65.0% | +54.8% | +59.1% |
| 10Y | +578.8% | +275.0% | +303.9% | +196.2% |
| All | +578.8% | +259.5% | +319.4% | +196.2% |
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