+123.8%
LSCC vs MOH
-41.9%
+165.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +8.9% | +10.4% |
| 7D | +14.5% | -7.6% | +22.1% | +14.3% |
| 30D | -0.1% | +2.4% | -2.4% | +0.1% |
| 3M | -2.7% | +7.6% | -10.2% | -2.5% |
| 6M | -4.8% | +13.0% | -17.8% | -4.7% |
| YTD | +66.9% | +20.6% | +46.3% | +66.7% |
| 1Y | +85.8% | +45.8% | +40.0% | +84.7% |
| All | +123.8% | -41.9% | +165.7% | +126.3% |
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