+847.8%
MU vs LH
+62.5%
+785.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.8% |
| 7D | -22.0% | +1.4% | -23.4% | -22.4% |
| 30D | -36.6% | +17.5% | -54.1% | -40.1% |
| 3M | -21.7% | +16.1% | -37.8% | -25.9% |
| 6M | +3.5% | +43.4% | -39.8% | -10.1% |
| YTD | +141.9% | +47.2% | +94.7% | +107.3% |
| 1Y | +189.8% | +50.1% | +139.7% | +146.0% |
| 3Y | +855.4% | +81.2% | +774.2% | +637.9% |
| All | +847.8% | +62.5% | +785.3% | +615.5% |
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