+95.0%
MTZ vs LH
+54.7%
+40.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +5.0% | +1.1% | +3.9% | +4.7% |
| 30D | -6.0% | +16.7% | -22.8% | -11.1% |
| 3M | -36.1% | +15.1% | -51.2% | -39.4% |
| 6M | -56.9% | +46.3% | -103.2% | -62.5% |
| YTD | -15.9% | +48.8% | -64.7% | -27.6% |
| 1Y | -3.8% | +39.7% | -43.5% | -15.2% |
| 3Y | +272.3% | +87.0% | +185.2% | +182.8% |
| All | +95.0% | +54.7% | +40.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling