+6,169.9%
MU vs LH
+185.6%
+5,984.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +3.3% |
| 7D | +7.5% | -3.2% | +10.7% | +9.2% |
| 30D | +19.4% | +0.1% | +19.2% | +19.1% |
| 3M | +9.8% | +18.6% | -8.8% | -0.1% |
| 6M | +164.1% | +17.9% | +146.2% | +139.7% |
| YTD | +260.3% | +28.9% | +231.4% | +210.6% |
| 1Y | +661.2% | +16.6% | +644.6% | +588.0% |
| 3Y | +1,380.8% | +63.6% | +1,317.3% | +991.2% |
| 5Y | +1,346.4% | +30.0% | +1,316.4% | +1,086.0% |
| 10Y | +6,169.9% | +191.9% | +5,978.0% | +3,027.2% |
| All | +6,169.9% | +185.6% | +5,984.3% | +3,027.2% |
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