+172.3%
MS vs LH
+86.7%
+85.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.8% | +4.8% | -4.0% | -0.7% |
| 30D | -0.7% | +18.8% | -19.5% | -6.0% |
| 3M | -12.4% | +15.7% | -28.0% | -16.5% |
| 6M | -1.7% | +46.7% | -48.4% | -14.0% |
| YTD | +8.0% | +48.9% | -40.9% | -6.4% |
| 1Y | +16.2% | +43.5% | -27.3% | +2.1% |
| All | +172.3% | +86.7% | +85.7% | +102.9% |
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 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