-1.6%
MOS vs LH
+267.5%
-269.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | +24.8% | +4.8% | +20.0% | +22.0% |
| 30D | +22.7% | +18.8% | +3.9% | +11.6% |
| 3M | -1.2% | +15.7% | -16.9% | -9.0% |
| 6M | +5.5% | +46.7% | -41.1% | -14.8% |
| YTD | -2.0% | +48.9% | -50.9% | -21.7% |
| 1Y | -7.9% | +43.5% | -51.4% | -24.9% |
| 3Y | -25.0% | +86.9% | -111.9% | -48.5% |
| 5Y | -27.7% | +60.4% | -88.1% | -47.5% |
| 10Y | -1.6% | +260.7% | -262.3% | -57.0% |
| All | -1.6% | +267.5% | -269.0% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling