+901.5%
LITE vs MOD
+1,486.5%
-584.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +2.0% |
| 7D | -1.5% | +9.6% | -11.1% | -5.7% |
| 30D | +6.7% | 0.0% | +6.6% | +6.8% |
| 3M | -6.8% | -35.4% | +28.6% | +13.6% |
| 6M | +29.4% | -7.3% | +36.7% | +35.2% |
| YTD | +139.1% | +45.8% | +93.3% | +105.4% |
| 1Y | +521.0% | +43.1% | +477.9% | +441.3% |
| 3Y | +1,535.3% | +297.7% | +1,237.6% | +951.3% |
| All | +901.5% | +1,486.5% | -584.9% | +372.7% |
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