-48.3%
MUZ vs LH
+39.8%
-88.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +3.9% | +10.3% | +13.3% |
| 7D | +47.2% | +2.1% | +45.1% | +45.8% |
| 30D | +57.1% | +19.2% | +37.9% | +45.1% |
| 3M | -5.3% | +18.0% | -23.3% | -12.2% |
| All | -48.3% | +39.8% | -88.1% | -70.1% |
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 · Available span rolling