-14.3%
MTZ vs LH
+44.2%
-58.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.9% | -19.3% | -15.4% |
| 7D | -7.4% | +2.1% | -9.5% | -7.3% |
| 30D | -23.6% | +19.2% | -42.8% | -25.2% |
| 3M | -38.3% | +18.0% | -56.3% | -39.5% |
| 6M | -60.6% | +46.1% | -106.7% | -62.1% |
| YTD | -22.9% | +47.7% | -70.6% | -25.6% |
| 1Y | -14.3% | +47.2% | -61.5% | -16.1% |
| All | -14.3% | +44.2% | -58.5% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling