+492.6%
MTZ vs LH
+259.5%
+233.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.2% | +7.9% |
| 7D | -2.4% | +4.6% | -7.0% | -4.9% |
| 30D | -11.1% | +19.1% | -30.2% | -19.4% |
| 3M | -30.6% | +16.7% | -47.4% | -36.6% |
| 6M | -54.4% | +47.0% | -101.4% | -63.3% |
| YTD | -13.0% | +49.3% | -62.3% | -31.0% |
| 1Y | -5.7% | +48.6% | -54.3% | -25.1% |
| 3Y | +297.2% | +87.8% | +209.3% | +167.4% |
| 5Y | +95.9% | +65.0% | +30.8% | +37.9% |
| 10Y | +492.6% | +275.0% | +217.6% | +125.3% |
| All | +492.6% | +259.5% | +233.2% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling