-24.4%
MOS vs LH
+80.4%
-104.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +21.6% | +1.4% | +20.2% | +21.0% |
| 30D | +12.0% | +17.5% | -5.5% | +5.4% |
| 3M | -3.9% | +16.1% | -19.9% | -9.2% |
| 6M | -3.3% | +43.4% | -46.7% | -16.0% |
| YTD | -4.6% | +47.2% | -51.8% | -18.0% |
| 1Y | -7.0% | +50.1% | -57.1% | -20.5% |
| 3Y | -24.4% | +81.2% | -105.6% | -42.4% |
| All | -24.4% | +80.4% | -104.8% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling