-37.8%
MOH vs LTH
+153.7%
-191.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | -1.3% | -3.7% | +2.4% | -1.2% |
| 30D | +3.0% | -5.3% | +8.3% | +3.1% |
| 3M | +1.2% | +24.2% | -23.0% | +0.9% |
| 6M | +41.7% | +54.8% | -13.1% | +40.7% |
| YTD | +15.4% | +56.1% | -40.6% | +14.3% |
| 1Y | +11.8% | +45.5% | -33.7% | +10.7% |
| All | -37.8% | +153.7% | -191.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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