-9.6%
MOS vs LH
+31.5%
-41.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.9% |
| 7D | +9.5% | -2.5% | +12.0% | +10.5% |
| 30D | +10.4% | +4.3% | +6.1% | +8.7% |
| 3M | +12.9% | +25.5% | -12.6% | +3.6% |
| 6M | +1.2% | +17.0% | -15.7% | -4.7% |
| YTD | +9.3% | +31.3% | -22.0% | -1.4% |
| 1Y | -18.0% | +20.0% | -37.9% | -23.7% |
| 3Y | -29.0% | +63.9% | -92.9% | -41.8% |
| All | -9.6% | +31.5% | -41.1% | -24.2% |
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