-22.5%
LEN vs MOH
+53.5%
-76.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.9% | -1.8% | +6.5% |
| 7D | +10.5% | +14.3% | -3.8% | +9.7% |
| 30D | +24.6% | +16.7% | +8.0% | +23.8% |
| 3M | +6.6% | +18.3% | -11.7% | +5.8% |
| 6M | +10.6% | +15.8% | -5.2% | +9.5% |
| YTD | -8.3% | +30.5% | -38.8% | -11.6% |
| 1Y | -22.5% | +49.3% | -71.8% | -28.0% |
| All | -22.5% | +53.5% | -76.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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