+77.4%
LNG vs MOH
-36.3%
+113.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -4.7% | +1.7% | -6.4% | -4.7% |
| 30D | +3.8% | -0.9% | +4.7% | +3.8% |
| 3M | +16.2% | +5.7% | +10.4% | +16.0% |
| 6M | +11.7% | +39.1% | -27.4% | +11.2% |
| YTD | +44.2% | +17.7% | +26.5% | +43.6% |
| 1Y | +18.6% | +8.4% | +10.2% | +18.4% |
| 3Y | +77.4% | -36.6% | +114.0% | +76.2% |
| All | +77.4% | -36.3% | +113.7% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling