+6.3%
MOH vs LII
-32.9%
+39.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.3% |
| 7D | -1.3% | -3.5% | +2.2% | -0.9% |
| 30D | +3.0% | -13.5% | +16.5% | +4.6% |
| 3M | +1.2% | -26.0% | +27.2% | +4.0% |
| 6M | +41.7% | -26.8% | +68.5% | +45.5% |
| YTD | +15.4% | -22.9% | +38.3% | +16.5% |
| All | +6.3% | -32.9% | +39.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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