-33.3%
LULU vs MOH
+43.5%
-76.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | -0.2% |
| 7D | +1.8% | +8.9% | -7.1% | +1.7% |
| 30D | +19.4% | +11.0% | +8.4% | +19.5% |
| 3M | -9.5% | +11.0% | -20.5% | -9.3% |
| 6M | -14.2% | +12.7% | -26.9% | -13.4% |
| YTD | -46.2% | +24.8% | -71.1% | -44.1% |
| 1Y | -33.3% | +44.7% | -78.0% | -31.4% |
| All | -33.3% | +43.5% | -76.8% | -31.4% |
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