+1,431.7%
MOH vs LH
+1,188.5%
+243.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.2% |
| 7D | +1.7% | -4.7% | +6.4% | +4.2% |
| 30D | -0.9% | -3.5% | +2.6% | +0.7% |
| 3M | +5.7% | +17.7% | -12.0% | -4.2% |
| 6M | +39.1% | +15.8% | +23.4% | +26.4% |
| YTD | +17.7% | +25.1% | -7.4% | +2.2% |
| 1Y | +8.4% | +12.5% | -4.1% | -0.8% |
| 3Y | -36.6% | +59.8% | -96.3% | -53.5% |
| 5Y | -19.1% | +27.1% | -46.2% | -33.9% |
| 10Y | +262.8% | +183.2% | +79.6% | +72.0% |
| All | +1,431.7% | +1,188.5% | +243.2% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling