+1,406.0%
MOH vs LII
+4,137.9%
-2,731.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +2.9% | -12.6% | +15.5% | +7.2% |
| 3M | +4.1% | -24.4% | +28.6% | +12.1% |
| 6M | +33.8% | -28.7% | +62.5% | +45.6% |
| YTD | +15.7% | -19.1% | +34.9% | +20.2% |
| 1Y | +17.5% | -29.7% | +47.2% | +27.3% |
| 3Y | -35.3% | +4.8% | -40.1% | -41.0% |
| 5Y | -26.9% | +24.6% | -51.5% | -38.9% |
| 10Y | +262.9% | +169.2% | +93.7% | +124.5% |
| All | +1,406.0% | +4,137.9% | -2,731.9% | +318.3% |
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