+6,288.2%
MS vs LH
+1,120.5%
+5,167.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +1.4% | -2.5% | +3.8% | +2.1% |
| 30D | -0.3% | +4.3% | -4.6% | -1.5% |
| 3M | +0.3% | +25.5% | -25.2% | -6.6% |
| 6M | +31.3% | +17.0% | +14.4% | +24.8% |
| YTD | +24.7% | +31.3% | -6.6% | +14.3% |
| 1Y | +47.9% | +20.0% | +27.9% | +39.0% |
| 3Y | +178.3% | +63.9% | +114.5% | +137.3% |
| 5Y | +144.9% | +30.9% | +114.0% | +121.4% |
| 10Y | +804.5% | +191.4% | +613.2% | +544.1% |
| All | +6,288.2% | +1,120.5% | +5,167.7% | +2,857.1% |
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