+105.1%
MTB vs LH
+29.4%
+75.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +1.1% | -3.2% | +4.3% | +2.4% |
| 30D | -4.6% | +0.1% | -4.8% | -4.8% |
| 3M | +6.3% | +18.6% | -12.4% | -1.6% |
| 6M | +15.6% | +17.9% | -2.3% | +7.2% |
| YTD | +20.6% | +28.9% | -8.4% | +7.0% |
| 1Y | +22.5% | +16.6% | +5.9% | +13.4% |
| 3Y | +114.4% | +63.6% | +50.9% | +67.9% |
| All | +105.1% | +29.4% | +75.8% | +65.3% |
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 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