+272.3%
MTZ vs LH
+86.5%
+185.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +5.0% | +1.1% | +3.9% | +4.8% |
| 30D | -6.0% | +16.7% | -22.8% | -9.8% |
| 3M | -36.1% | +15.1% | -51.2% | -38.5% |
| 6M | -56.9% | +46.3% | -103.2% | -61.2% |
| YTD | -15.9% | +48.8% | -64.7% | -24.9% |
| 1Y | -3.8% | +39.7% | -43.5% | -12.4% |
| 3Y | +272.3% | +87.0% | +185.2% | +187.3% |
| All | +272.3% | +86.5% | +185.8% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling