+2,523.1%
MULL vs LH
+37.4%
+2,485.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.4% | +13.2% | +12.8% |
| 7D | +17.3% | -2.5% | +19.8% | +19.4% |
| 30D | +23.5% | +4.3% | +19.2% | +19.2% |
| 3M | -24.0% | +25.5% | -49.5% | -38.0% |
| 6M | +276.7% | +17.0% | +259.8% | +234.4% |
| YTD | +565.1% | +31.3% | +533.8% | +399.7% |
| 1Y | +2,802.6% | +20.0% | +2,782.6% | +2,300.3% |
| All | +2,523.1% | +37.4% | +2,485.7% | +1,401.6% |
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 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