+57,632.7%
MU vs LH
+1,562.0%
+56,070.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.9% |
| 7D | -22.0% | +1.4% | -23.4% | -22.3% |
| 30D | -36.6% | +17.5% | -54.1% | -39.1% |
| 3M | -21.7% | +16.1% | -37.8% | -24.7% |
| 6M | +3.5% | +43.4% | -39.8% | -6.1% |
| YTD | +141.9% | +47.2% | +94.7% | +117.8% |
| 1Y | +189.8% | +50.1% | +139.7% | +159.5% |
| 3Y | +855.4% | +81.2% | +774.2% | +711.8% |
| 5Y | +869.2% | +63.7% | +805.4% | +739.1% |
| 10Y | +4,142.8% | +269.2% | +3,873.7% | +2,935.1% |
| All | +57,632.7% | +1,562.0% | +56,070.7% | +28,059.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling