-76.7%
LULU vs MOH
-19.7%
-57.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.0% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | -18.1% | -0.9% | -17.2% | -18.0% |
| 3M | -18.8% | +5.7% | -24.5% | -19.2% |
| 6M | -39.2% | +39.1% | -78.3% | -41.3% |
| YTD | -52.4% | +17.7% | -70.1% | -53.5% |
| 1Y | -40.3% | +8.4% | -48.7% | -41.3% |
| 3Y | -75.1% | -36.6% | -38.5% | -74.3% |
| All | -76.7% | -19.7% | -57.1% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling