+739.9%
MTZ vs LH
+186.0%
+553.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.1% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | -9.6% | +2.0% | -11.6% | -10.7% |
| 3M | -31.9% | +24.3% | -56.2% | -39.5% |
| 6M | -13.8% | +21.1% | -34.9% | -22.6% |
| YTD | +13.3% | +30.4% | -17.2% | -2.5% |
| 1Y | +39.3% | +18.4% | +20.9% | +25.2% |
| 3Y | +168.3% | +65.5% | +102.9% | +95.2% |
| 5Y | +166.4% | +29.9% | +136.5% | +117.5% |
| 10Y | +739.9% | +186.6% | +553.3% | +314.8% |
| All | +739.9% | +186.0% | +553.9% | +314.8% |
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 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