-22.3%
MOH vs LH
+27.0%
-49.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | +1.7% | -4.7% | +6.4% | +3.3% |
| 30D | -0.9% | -3.5% | +2.6% | +0.1% |
| 3M | +5.7% | +17.7% | -12.0% | -1.1% |
| 6M | +39.1% | +15.8% | +23.4% | +30.5% |
| YTD | +17.7% | +25.1% | -7.4% | +6.8% |
| 1Y | +8.4% | +12.5% | -4.1% | +2.3% |
| 3Y | -36.6% | +59.8% | -96.3% | -49.4% |
| All | -22.3% | +27.0% | -49.3% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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