-38.2%
LEN vs MOH
+18.1%
-56.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | -4.9% | +2.9% | -7.8% | -5.1% |
| 3M | -8.5% | +4.1% | -12.6% | -9.1% |
| 6M | -20.7% | +33.8% | -54.5% | -23.1% |
| YTD | -17.4% | +15.7% | -33.1% | -19.4% |
| 1Y | -38.2% | +17.5% | -55.8% | -43.2% |
| All | -38.2% | +18.1% | -56.4% | -43.2% |
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