-34.4%
MOS vs LH
+54.7%
-89.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.0% | +1.1% | -3.0% | -2.3% |
| 30D | +15.3% | +16.7% | -1.4% | +8.8% |
| 3M | +1.5% | +15.1% | -13.6% | -3.8% |
| 6M | -2.0% | +46.3% | -48.3% | -15.3% |
| YTD | -6.5% | +48.8% | -55.3% | -19.8% |
| 1Y | -11.1% | +39.7% | -50.8% | -21.8% |
| 3Y | -30.3% | +87.0% | -117.3% | -45.8% |
| All | -34.4% | +54.7% | -89.1% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling