+3,580.5%
MTZ vs LH
+1,382.1%
+2,198.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.4% |
| 7D | -1.6% | -2.5% | +0.9% | -1.0% |
| 30D | -11.1% | +4.3% | -15.4% | -12.0% |
| 3M | -36.7% | +25.5% | -62.2% | -40.0% |
| 6M | -21.9% | +17.0% | -38.9% | -24.9% |
| YTD | +9.1% | +31.3% | -22.1% | +2.3% |
| 1Y | +30.0% | +20.0% | +10.0% | +23.9% |
| 3Y | +138.5% | +63.9% | +74.6% | +110.9% |
| 5Y | +158.3% | +30.9% | +127.5% | +138.7% |
| 10Y | +700.8% | +191.4% | +509.4% | +525.2% |
| All | +3,580.5% | +1,382.1% | +2,198.5% | +1,811.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling