+5,083.9%
LITE vs MOD
+1,761.0%
+3,322.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +2.6% |
| 7D | -1.5% | +9.6% | -11.1% | -4.4% |
| 30D | +6.7% | 0.0% | +6.6% | +6.8% |
| 3M | -6.8% | -35.4% | +28.6% | +7.2% |
| 6M | +29.4% | -7.3% | +36.7% | +34.2% |
| YTD | +139.1% | +45.8% | +93.3% | +116.6% |
| 1Y | +521.0% | +43.1% | +477.9% | +469.4% |
| 3Y | +1,535.3% | +297.7% | +1,237.6% | +1,089.6% |
| 5Y | +889.8% | +1,478.8% | -588.9% | +436.4% |
| 10Y | +2,400.7% | +1,633.4% | +767.3% | +1,074.3% |
| All | +5,083.9% | +1,761.0% | +3,322.9% | +2,544.3% |
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