+595.4%
MTUM vs LH
+300.3%
+295.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -0.4% |
| 7D | +1.2% | -7.4% | +8.6% | +4.1% |
| 30D | -1.7% | -4.6% | +2.9% | -0.1% |
| 3M | -0.5% | +14.5% | -15.0% | -5.8% |
| 6M | +22.3% | +14.8% | +7.5% | +15.4% |
| YTD | +21.4% | +23.3% | -1.9% | +11.0% |
| 1Y | +20.0% | +13.6% | +6.4% | +12.8% |
| 3Y | +113.0% | +56.3% | +56.6% | +73.4% |
| 5Y | +77.3% | +25.2% | +52.1% | +55.5% |
| 10Y | +350.5% | +179.1% | +171.4% | +166.1% |
| All | +595.4% | +300.3% | +295.1% | +271.8% |
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