-51.2%
LULU vs MOH
+18.1%
-69.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.3% | -17.4% |
| 7D | -16.7% | +0.4% | -17.1% | -16.7% |
| 30D | -18.5% | +2.9% | -21.4% | -18.5% |
| 3M | -19.5% | +4.1% | -23.6% | -19.1% |
| 6M | -41.9% | +33.8% | -75.7% | -41.1% |
| YTD | -51.6% | +15.7% | -67.3% | -50.8% |
| 1Y | -51.2% | +17.5% | -68.7% | -51.8% |
| All | -51.2% | +18.1% | -69.3% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling