+2,068.1%
LLY vs MOD
+827.6%
+1,240.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | +0.2% |
| 7D | +1.4% | +8.2% | -6.9% | +1.0% |
| 30D | +21.5% | -38.2% | +59.7% | +24.0% |
| 3M | +18.5% | -46.2% | +64.7% | +21.5% |
| 6M | +49.1% | -62.5% | +111.7% | +55.2% |
| YTD | +34.4% | -20.1% | +54.5% | +33.3% |
| 1Y | +46.3% | -29.7% | +76.0% | +45.8% |
| 3Y | +145.5% | +136.2% | +9.3% | +125.4% |
| 5Y | +472.7% | +820.4% | -347.7% | +387.8% |
| All | +2,068.1% | +827.6% | +1,240.5% | +1,694.2% |
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