+107.0%
MTB vs LH
+63.5%
+43.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +1.1% | -3.2% | +4.3% | +2.3% |
| 30D | -4.6% | +0.1% | -4.8% | -4.7% |
| 3M | +6.3% | +18.6% | -12.4% | -1.1% |
| 6M | +15.6% | +17.9% | -2.3% | +7.7% |
| YTD | +20.6% | +28.9% | -8.4% | +7.8% |
| 1Y | +22.5% | +16.6% | +5.9% | +14.1% |
| All | +107.0% | +63.5% | +43.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling