+1,471.2%
MOH vs LII
+3,734.5%
-2,263.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +0.2% | +2.9% | -2.7% | -0.7% |
| 30D | +0.1% | +0.9% | -0.8% | -0.4% |
| 3M | +1.8% | -15.5% | +17.4% | +6.9% |
| 6M | +9.1% | -30.2% | +39.3% | +19.6% |
| YTD | +20.7% | -26.8% | +47.6% | +28.9% |
| 1Y | +51.3% | -25.3% | +76.6% | +60.4% |
| 3Y | -42.0% | -7.8% | -34.2% | -44.9% |
| 5Y | -33.1% | +17.0% | -50.1% | -43.2% |
| 10Y | +340.8% | +169.9% | +170.9% | +170.8% |
| All | +1,471.2% | +3,734.5% | -2,263.3% | +348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling