+521.0%
LITE vs MOH
+18.1%
+502.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | +6.7% | +2.9% | +3.8% | +7.0% |
| 3M | -6.8% | +4.1% | -10.9% | -5.8% |
| 6M | +29.4% | +33.8% | -4.4% | +35.3% |
| YTD | +139.1% | +15.7% | +123.4% | +141.9% |
| 1Y | +521.0% | +17.5% | +503.5% | +519.6% |
| All | +521.0% | +18.1% | +502.9% | +519.6% |
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