+2,006.3%
LLY vs MOD
+1,005.7%
+1,000.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.9% | -5.6% | +3.8% |
| 7D | +0.1% | -13.9% | +14.0% | +0.6% |
| 30D | +19.7% | -41.5% | +61.3% | +22.5% |
| 3M | +19.3% | -45.7% | +65.0% | +22.2% |
| 6M | +49.3% | -61.1% | +110.5% | +55.0% |
| YTD | +32.0% | -20.5% | +52.5% | +31.0% |
| 1Y | +53.7% | -32.1% | +85.8% | +53.5% |
| 3Y | +143.7% | +146.5% | -2.7% | +123.6% |
| 5Y | +463.9% | +812.7% | -348.8% | +381.4% |
| 10Y | +2,006.3% | +966.8% | +1,039.5% | +1,643.9% |
| All | +2,006.3% | +1,005.7% | +1,000.6% | +1,643.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling