+0.6%
MOS vs LH
+263.2%
-262.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +5.5% | +1.2% | +4.3% | +4.8% |
| 30D | +21.0% | +18.0% | +3.0% | +10.5% |
| 3M | -0.5% | +15.7% | -16.2% | -8.3% |
| 6M | +6.6% | +46.6% | -40.0% | -13.9% |
| YTD | -2.8% | +49.5% | -52.2% | -22.5% |
| 1Y | -8.1% | +40.2% | -48.2% | -24.1% |
| 3Y | -25.6% | +87.6% | -113.2% | -49.0% |
| 5Y | -29.8% | +59.3% | -89.0% | -48.7% |
| 10Y | +0.6% | +266.1% | -265.5% | -55.4% |
| All | +0.6% | +263.2% | -262.7% | -55.4% |
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