-19.0%
MSFU vs LH
+16.9%
-35.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.3% | -3.2% | +0.8% | -2.0% |
| 30D | -6.3% | +0.1% | -6.4% | -6.2% |
| 3M | +40.0% | +18.6% | +21.3% | +40.3% |
| 6M | +30.1% | +17.9% | +12.2% | +29.9% |
| YTD | -10.3% | +28.9% | -39.3% | -7.9% |
| 1Y | -19.0% | +16.6% | -35.7% | -19.3% |
| All | -19.0% | +16.9% | -35.9% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling