+1,739.5%
MULL vs LH
+14.9%
+1,724.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -0.9% |
| 7D | -8.4% | -4.7% | -3.7% | -9.2% |
| 30D | +9.7% | -3.5% | +13.2% | +8.9% |
| 3M | -26.8% | +17.7% | -44.5% | -20.7% |
| 6M | +220.7% | +15.8% | +204.9% | +252.3% |
| YTD | +509.0% | +25.1% | +483.9% | +569.8% |
| 1Y | +1,739.5% | +12.5% | +1,727.0% | +1,909.3% |
| All | +1,739.5% | +14.9% | +1,724.6% | +1,909.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling