+1,315.7%
MU vs LH
+31.5%
+1,284.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.6% |
| 7D | +9.0% | -2.5% | +11.4% | +9.9% |
| 30D | +13.8% | +4.3% | +9.5% | +12.0% |
| 3M | +2.1% | +25.5% | -23.4% | -6.5% |
| 6M | +153.8% | +17.0% | +136.8% | +139.1% |
| YTD | +256.4% | +31.3% | +225.1% | +218.9% |
| 1Y | +719.8% | +20.0% | +699.8% | +658.2% |
| 3Y | +1,360.4% | +63.9% | +1,296.5% | +1,071.9% |
| All | +1,315.7% | +31.5% | +1,284.2% | +1,009.0% |
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