+1,909.4%
LSCC vs MOH
+264.4%
+1,645.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +3.0% | +4.6% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | -7.4% | -0.9% | -6.5% | -7.3% |
| 3M | -16.2% | +5.7% | -21.9% | -17.5% |
| 6M | +31.9% | +39.1% | -7.2% | +22.8% |
| YTD | +62.8% | +17.7% | +45.1% | +53.9% |
| 1Y | +81.4% | +8.4% | +73.0% | +72.8% |
| 3Y | +33.1% | -36.6% | +69.6% | +35.3% |
| 5Y | +90.8% | -19.1% | +109.8% | +79.0% |
| All | +1,909.4% | +264.4% | +1,645.0% | +1,309.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling