+8,318.4%
MTB vs LH
+1,382.1%
+6,936.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +1.7% | -2.5% | +4.2% | +2.1% |
| 30D | -4.2% | +4.3% | -8.5% | -4.8% |
| 3M | +8.9% | +25.5% | -16.7% | +5.1% |
| 6M | +10.9% | +17.0% | -6.1% | +8.2% |
| YTD | +21.5% | +31.3% | -9.8% | +16.4% |
| 1Y | +21.9% | +20.0% | +1.9% | +18.3% |
| 3Y | +109.2% | +63.9% | +45.4% | +93.7% |
| 5Y | +102.0% | +30.9% | +71.1% | +92.3% |
| 10Y | +171.9% | +191.4% | -19.5% | +131.3% |
| All | +8,318.4% | +1,382.1% | +6,936.4% | +5,842.4% |
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