-25.0%
MOH vs LII
+21.2%
-46.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | -2.4% | -11.2% | +8.9% | -0.4% |
| 3M | -4.4% | -28.8% | +24.4% | +0.8% |
| 6M | +32.9% | -26.9% | +59.9% | +38.9% |
| YTD | +11.9% | -22.2% | +34.1% | +15.0% |
| 1Y | +6.9% | -32.0% | +38.9% | +12.7% |
| 3Y | -39.4% | -0.4% | -39.0% | -42.7% |
| 5Y | -25.0% | +22.4% | -47.4% | -31.6% |
| All | -25.0% | +21.2% | -46.1% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling