+5,083.9%
LITE vs MOH
+175.1%
+4,908.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +6.7% | +2.9% | +3.8% | +6.3% |
| 3M | -6.8% | +4.1% | -10.9% | -7.3% |
| 6M | +29.4% | +33.8% | -4.4% | +25.2% |
| YTD | +139.1% | +15.7% | +123.4% | +131.9% |
| 1Y | +521.0% | +17.5% | +503.5% | +496.3% |
| 3Y | +1,535.3% | -35.3% | +1,570.6% | +1,516.9% |
| 5Y | +889.8% | -26.9% | +916.8% | +839.2% |
| 10Y | +2,400.7% | +262.9% | +2,137.8% | +1,766.2% |
| All | +5,083.9% | +175.1% | +4,908.7% | +3,730.4% |
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