+84,945.3%
MU vs LH
+1,382.1%
+83,563.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.4% |
| 7D | +9.0% | -2.5% | +11.4% | +9.6% |
| 30D | +13.8% | +4.3% | +9.5% | +12.6% |
| 3M | +2.1% | +25.5% | -23.4% | -4.0% |
| 6M | +153.8% | +17.0% | +136.8% | +142.7% |
| YTD | +256.4% | +31.3% | +225.1% | +230.6% |
| 1Y | +719.8% | +20.0% | +699.8% | +676.0% |
| 3Y | +1,360.4% | +63.9% | +1,296.5% | +1,173.0% |
| 5Y | +1,312.4% | +30.9% | +1,281.6% | +1,193.1% |
| 10Y | +6,142.6% | +191.4% | +5,951.2% | +4,617.5% |
| All | +84,945.3% | +1,382.1% | +83,563.2% | +42,645.4% |
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