+22.3%
MTUM vs LH
+13.9%
+8.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -2.3% |
| 7D | +1.2% | -7.4% | +8.6% | +0.6% |
| 30D | -1.7% | -4.6% | +2.9% | -2.0% |
| 3M | -0.5% | +14.5% | -15.0% | +2.3% |
| 6M | +22.3% | +14.8% | +7.5% | +25.7% |
| All | +22.3% | +13.9% | +8.4% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling