+446.1%
LITE vs MOD
+720.4%
-274.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.3% | -11.4% | -15.2% |
| 7D | -44.6% | -34.2% | -10.4% | -32.3% |
| 30D | -55.0% | -51.9% | -3.2% | -36.0% |
| 3M | -38.3% | -53.0% | +14.7% | -11.7% |
| 6M | -48.8% | -66.4% | +17.6% | -15.1% |
| YTD | +38.3% | -31.5% | +69.8% | +69.6% |
| 1Y | +119.0% | -39.6% | +158.6% | +183.9% |
| 3Y | +1,092.0% | +116.8% | +975.2% | +960.7% |
| 5Y | +446.1% | +713.8% | -267.7% | +267.0% |
| All | +446.1% | +720.4% | -274.3% | +267.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling