+2,330.7%
MULL vs LH
+29.1%
+2,301.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -6.0% |
| 7D | +3.6% | -7.4% | +11.0% | +9.8% |
| 30D | +22.0% | -4.6% | +26.6% | +26.3% |
| 3M | -8.6% | +14.5% | -23.2% | -18.6% |
| 6M | +248.5% | +14.8% | +233.7% | +207.2% |
| YTD | +516.3% | +23.3% | +493.0% | +386.4% |
| 1Y | +2,036.6% | +13.6% | +2,023.0% | +1,730.2% |
| All | +2,330.7% | +29.1% | +2,301.7% | +1,361.6% |
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