+3,712.1%
LITE vs MOH
+186.7%
+3,525.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +10.6% |
| 7D | +3.4% | -7.6% | +11.0% | +4.1% |
| 30D | -34.9% | +2.4% | -37.3% | -35.1% |
| 3M | -21.0% | +7.6% | -28.6% | -21.8% |
| 6M | -38.5% | +13.0% | -51.5% | -39.5% |
| YTD | +75.8% | +20.6% | +55.2% | +69.3% |
| 1Y | +156.7% | +45.8% | +110.9% | +141.7% |
| 3Y | +1,498.6% | -41.6% | +1,540.1% | +1,523.0% |
| 5Y | +610.9% | -33.1% | +644.0% | +589.8% |
| 10Y | +1,670.7% | +340.2% | +1,330.4% | +1,198.4% |
| All | +3,712.1% | +186.7% | +3,525.4% | +2,696.6% |
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 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