+1,009.8%
LITE vs MOH
-26.8%
+1,036.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.3% | +10.9% |
| 7D | +12.6% | -3.3% | +15.9% | +12.4% |
| 30D | +9.9% | -0.1% | +10.0% | +9.9% |
| 3M | +9.3% | -1.1% | +10.3% | +9.4% |
| 6M | +75.2% | +35.9% | +39.4% | +79.8% |
| YTD | +165.5% | +13.1% | +152.4% | +168.8% |
| 1Y | +555.0% | +11.8% | +543.2% | +560.7% |
| 3Y | +1,870.5% | -38.7% | +1,909.2% | +1,793.0% |
| 5Y | +1,009.8% | -25.1% | +1,034.9% | +865.1% |
| All | +1,009.8% | -26.8% | +1,036.6% | +865.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling