-20.2%
LEN vs MOH
+36.7%
-56.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -3.5% |
| 7D | -7.8% | -1.3% | -6.5% | -7.7% |
| 30D | -11.0% | +3.0% | -14.0% | -10.9% |
| 3M | -12.8% | +1.2% | -14.0% | -13.1% |
| 6M | -20.2% | +41.7% | -61.9% | -22.1% |
| All | -20.2% | +36.7% | -56.9% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling