-15.6%
MOS vs LH
+44.2%
-59.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.9% | +13.5% | +15.8% |
| 7D | +17.9% | +2.1% | +15.9% | +16.9% |
| 30D | +1.6% | +19.2% | -17.6% | -5.1% |
| 3M | -4.0% | +18.0% | -22.0% | -10.1% |
| 6M | -4.1% | +46.1% | -50.2% | -19.3% |
| YTD | -7.8% | +47.7% | -55.5% | -24.8% |
| 1Y | -15.6% | +47.2% | -62.8% | -30.9% |
| All | -15.6% | +44.2% | -59.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling