-26.3%
MOH vs LTH
+150.5%
-176.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +1.7% | -4.0% | +5.7% | +1.9% |
| 30D | -0.9% | -5.3% | +4.4% | -0.6% |
| 3M | +5.7% | +19.0% | -13.3% | +4.7% |
| 6M | +39.1% | +55.8% | -16.7% | +35.4% |
| YTD | +17.7% | +56.1% | -38.4% | +14.3% |
| 1Y | +8.4% | +41.3% | -32.9% | +5.8% |
| 3Y | -36.6% | +156.6% | -193.2% | -41.1% |
| All | -26.3% | +150.5% | -176.8% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling