+4,407.5%
MU vs LH
+261.9%
+4,145.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +12.8% | +1.1% | +11.7% | +12.3% |
| 30D | -14.9% | +16.7% | -31.6% | -21.3% |
| 3M | -18.0% | +15.1% | -33.1% | -24.0% |
| 6M | -3.1% | +46.3% | -49.5% | -21.7% |
| YTD | +172.9% | +48.8% | +124.1% | +117.7% |
| 1Y | +228.8% | +39.7% | +189.1% | +171.4% |
| 3Y | +950.8% | +87.0% | +863.8% | +620.6% |
| 5Y | +931.3% | +53.0% | +878.3% | +674.9% |
| All | +4,407.5% | +261.9% | +4,145.6% | +2,018.7% |
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