+3,974.4%
MSI vs LH
+1,579.7%
+2,394.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +3.2% | +1.1% | +2.2% | +3.1% |
| 30D | +17.6% | +16.7% | +0.8% | +14.3% |
| 3M | +14.5% | +15.1% | -0.6% | +11.5% |
| 6M | +34.3% | +46.3% | -12.1% | +25.4% |
| YTD | +39.7% | +48.8% | -9.0% | +29.9% |
| 1Y | +40.2% | +39.7% | +0.5% | +31.7% |
| 3Y | +77.1% | +87.0% | -9.9% | +57.0% |
| 5Y | +124.0% | +53.0% | +71.0% | +104.5% |
| 10Y | +665.5% | +264.3% | +401.1% | +498.3% |
| All | +3,974.4% | +1,579.7% | +2,394.7% | +2,477.6% |
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