+2,547.9%
LITE vs MOH
+246.4%
+2,301.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +13.6% | -4.2% | +17.8% | +14.1% |
| 30D | +21.6% | -2.4% | +23.9% | +21.8% |
| 3M | +20.3% | -4.4% | +24.7% | +20.6% |
| 6M | +54.4% | +32.9% | +21.4% | +48.9% |
| YTD | +168.3% | +11.9% | +156.4% | +160.4% |
| 1Y | +551.8% | +6.9% | +544.9% | +531.0% |
| 3Y | +1,891.5% | -39.4% | +1,930.9% | +1,886.2% |
| 5Y | +1,014.7% | -25.0% | +1,039.7% | +932.1% |
| All | +2,547.9% | +246.4% | +2,301.5% | +1,726.9% |
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