-29.8%
MOS vs LH
+61.0%
-90.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +5.5% | +1.2% | +4.3% | +5.0% |
| 30D | +21.0% | +18.0% | +3.0% | +13.8% |
| 3M | -0.5% | +15.7% | -16.2% | -5.8% |
| 6M | +6.6% | +46.6% | -40.0% | -7.8% |
| YTD | -2.8% | +49.5% | -52.2% | -16.5% |
| 1Y | -8.1% | +40.2% | -48.2% | -19.1% |
| 3Y | -25.6% | +87.6% | -113.2% | -42.0% |
| 5Y | -29.8% | +59.3% | -89.0% | -47.0% |
| All | -29.8% | +61.0% | -90.8% | -47.0% |
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 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