+3,586.8%
LITE vs MOD
+842.3%
+2,744.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -21.4% | +13.6% | -0.8% |
| 7D | -31.4% | -31.3% | -0.1% | -22.6% |
| 30D | -42.6% | -46.1% | +3.5% | -29.5% |
| 3M | -26.2% | -51.1% | +24.9% | -6.8% |
| 6M | -35.8% | -62.1% | +26.3% | -12.2% |
| YTD | +70.0% | -26.2% | +96.2% | +92.1% |
| 1Y | +232.7% | -32.6% | +265.3% | +288.1% |
| 3Y | +1,365.7% | +133.8% | +1,231.9% | +1,197.4% |
| 5Y | +609.5% | +792.8% | -183.3% | +371.1% |
| 10Y | +1,721.9% | +959.8% | +762.2% | +940.1% |
| All | +3,586.8% | +842.3% | +2,744.5% | +2,245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling