-39.7%
MOH vs LII
-1.0%
-38.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | -2.4% | -11.2% | +8.9% | -0.9% |
| 3M | -4.4% | -28.8% | +24.4% | -0.6% |
| 6M | +32.9% | -26.9% | +59.9% | +37.2% |
| YTD | +11.9% | -22.2% | +34.1% | +14.1% |
| 1Y | +6.9% | -32.0% | +38.9% | +11.0% |
| All | -39.7% | -1.0% | -38.7% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling