+103.0%
LEN vs MOH
+264.4%
-161.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.8% |
| 7D | -4.8% | +1.7% | -6.5% | -5.1% |
| 30D | -6.6% | -0.9% | -5.7% | -6.5% |
| 3M | -15.7% | +5.7% | -21.4% | -17.1% |
| 6M | -16.6% | +39.1% | -55.8% | -23.1% |
| YTD | -21.3% | +17.7% | -39.0% | -25.9% |
| 1Y | -42.0% | +8.4% | -50.4% | -44.8% |
| 3Y | -27.9% | -36.6% | +8.7% | -25.8% |
| 5Y | -10.7% | -19.1% | +8.4% | -14.4% |
| All | +103.0% | +264.4% | -161.3% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling