-6.3%
MOS vs LH
+261.9%
-268.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -2.0% | +1.1% | -3.0% | -2.5% |
| 30D | +15.3% | +16.7% | -1.4% | +5.9% |
| 3M | +1.5% | +15.1% | -13.6% | -6.3% |
| 6M | -2.0% | +46.3% | -48.3% | -20.7% |
| YTD | -6.5% | +48.8% | -55.3% | -25.3% |
| 1Y | -11.1% | +39.7% | -50.8% | -26.4% |
| 3Y | -30.3% | +87.0% | -117.3% | -52.1% |
| 5Y | -33.5% | +53.0% | -86.5% | -50.2% |
| All | -6.3% | +261.9% | -268.2% | -57.4% |
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