+112.4%
MS vs LH
+62.5%
+49.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -3.8% | +17.5% | -21.3% | -10.0% |
| 3M | -14.6% | +16.1% | -30.7% | -19.8% |
| 6M | -5.1% | +43.4% | -48.4% | -19.0% |
| YTD | +4.5% | +47.2% | -42.7% | -12.3% |
| 1Y | +13.5% | +50.1% | -36.6% | -5.7% |
| 3Y | +160.4% | +81.2% | +79.2% | +93.7% |
| All | +112.4% | +62.5% | +49.9% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling