+195.1%
LEN vs MOH
+1,286.6%
-1,091.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -3.4% | -4.2% | +0.8% | -2.3% |
| 30D | -5.7% | -2.4% | -3.3% | -5.2% |
| 3M | -12.2% | -4.4% | -7.8% | -11.9% |
| 6M | -18.3% | +32.9% | -51.2% | -25.4% |
| YTD | -20.2% | +11.9% | -32.1% | -25.1% |
| 1Y | -40.1% | +6.9% | -47.0% | -43.6% |
| 3Y | -26.2% | -39.4% | +13.2% | -23.1% |
| 5Y | -9.8% | -25.0% | +15.1% | -12.7% |
| 10Y | +109.1% | +244.9% | -135.7% | +21.1% |
| All | +195.1% | +1,286.6% | -1,091.5% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling