+258.1%
MTZ vs LH
+80.4%
+177.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.9% | +8.6% | +9.3% |
| 7D | -6.4% | +1.4% | -7.9% | -6.8% |
| 30D | -22.1% | +17.5% | -39.6% | -25.4% |
| 3M | -32.7% | +16.1% | -48.7% | -35.5% |
| 6M | -59.8% | +43.4% | -103.2% | -63.7% |
| YTD | -19.9% | +47.2% | -67.1% | -28.3% |
| 1Y | -11.5% | +50.1% | -61.6% | -21.4% |
| 3Y | +258.1% | +81.2% | +176.9% | +176.4% |
| All | +258.1% | +80.4% | +177.7% | +176.4% |
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