+3,574.4%
LITE vs MOH
+187.5%
+3,386.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | +22.6% | -3.1% | +25.7% | +22.8% |
| 30D | -36.8% | +0.2% | -36.9% | -36.9% |
| 3M | -33.0% | +1.8% | -34.9% | -33.4% |
| 6M | -37.1% | +9.5% | -46.6% | -38.0% |
| YTD | +69.5% | +20.9% | +48.5% | +63.1% |
| 1Y | +146.1% | +48.8% | +97.3% | +131.3% |
| 3Y | +1,440.8% | -41.4% | +1,482.2% | +1,464.0% |
| 5Y | +580.4% | -33.0% | +613.4% | +560.4% |
| 10Y | +1,606.7% | +341.5% | +1,265.2% | +1,151.2% |
| All | +3,574.4% | +187.5% | +3,386.9% | +2,595.0% |
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