+662.1%
MU vs LH
+17.9%
+644.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.7% |
| 7D | +7.2% | -0.8% | +8.0% | +7.1% |
| 30D | +14.0% | +2.0% | +12.0% | +14.2% |
| 3M | +5.4% | +24.3% | -18.9% | +9.3% |
| 6M | +170.3% | +21.1% | +149.2% | +182.4% |
| YTD | +250.7% | +30.4% | +220.2% | +264.9% |
| 1Y | +662.1% | +18.4% | +643.7% | +701.7% |
| All | +662.1% | +17.9% | +644.2% | +701.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling