+99.3%
MSI vs LH
+31.3%
+68.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -5.8% | -0.8% | -4.9% | -5.5% |
| 30D | -1.0% | +2.0% | -3.0% | -1.6% |
| 3M | +14.2% | +24.3% | -10.1% | +7.1% |
| 6M | +1.0% | +21.1% | -20.0% | -4.6% |
| YTD | +21.5% | +30.4% | -9.0% | +11.8% |
| 1Y | -2.1% | +18.4% | -20.5% | -7.5% |
| 3Y | +69.3% | +65.5% | +3.9% | +40.5% |
| 5Y | +99.3% | +29.9% | +69.4% | +78.1% |
| All | +99.3% | +31.3% | +68.0% | +78.1% |
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 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