+124.7%
LITE vs MOD
-37.3%
+162.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +1.7% |
| 7D | -35.9% | -25.5% | -10.4% | -21.9% |
| 30D | -51.5% | -49.0% | -2.5% | -23.2% |
| 3M | -35.7% | -49.8% | +14.1% | +2.0% |
| 6M | -43.0% | -64.8% | +21.8% | +12.4% |
| YTD | +46.1% | -27.6% | +73.8% | +94.7% |
| 1Y | +124.7% | -35.2% | +159.9% | +223.2% |
| All | +124.7% | -37.3% | +162.0% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling