+61,243.1%
MU vs LH
+1,585.8%
+59,657.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.8% | +5.9% |
| 7D | -12.0% | +4.6% | -16.6% | -13.0% |
| 30D | -28.7% | +19.1% | -47.9% | -31.8% |
| 3M | -16.4% | +16.7% | -33.2% | -19.7% |
| 6M | -1.8% | +47.0% | -48.8% | -11.5% |
| YTD | +157.1% | +49.3% | +107.8% | +130.6% |
| 1Y | +208.5% | +48.6% | +159.9% | +177.0% |
| 3Y | +906.2% | +87.8% | +818.3% | +747.5% |
| 5Y | +893.4% | +65.0% | +828.4% | +758.5% |
| 10Y | +4,271.9% | +275.0% | +3,996.9% | +3,015.8% |
| All | +61,243.1% | +1,585.8% | +59,657.3% | +29,719.8% |
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