-88.0%
MSTU vs LH
+40.4%
-128.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.0% |
| 7D | -16.6% | -4.7% | -11.9% | -12.1% |
| 30D | +69.7% | -3.5% | +73.2% | +78.6% |
| 3M | -7.5% | +17.7% | -25.2% | -19.5% |
| 6M | -43.1% | +15.8% | -58.9% | -50.1% |
| YTD | -63.0% | +25.1% | -88.1% | -71.8% |
| 1Y | -93.8% | +12.5% | -106.3% | -94.6% |
| All | -88.0% | +40.4% | -128.4% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling