+2,043.2%
LLY vs MOD
+911.6%
+1,131.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.1% |
| 7D | -4.5% | -25.5% | +21.1% | -3.3% |
| 30D | +13.9% | -49.0% | +62.9% | +17.4% |
| 3M | +13.8% | -49.8% | +63.6% | +17.1% |
| 6M | +37.6% | -64.8% | +102.4% | +43.6% |
| YTD | +26.6% | -27.6% | +54.2% | +26.2% |
| 1Y | +45.3% | -35.2% | +80.5% | +45.4% |
| 3Y | +132.2% | +137.1% | -4.9% | +113.2% |
| 5Y | +434.7% | +760.3% | -325.6% | +356.6% |
| All | +2,043.2% | +911.6% | +1,131.6% | +1,659.1% |
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