+42.2%
LLY vs MOD
-6.2%
+48.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +27.9% | -26.6% | +1.4% |
| 7D | +6.7% | +40.4% | -33.7% | +7.0% |
| 30D | +19.6% | -14.0% | +33.6% | +18.8% |
| 3M | +19.7% | -33.3% | +53.1% | +18.8% |
| 6M | +42.7% | -51.4% | +94.1% | +42.3% |
| YTD | +35.1% | +1.6% | +33.5% | +32.0% |
| 1Y | +42.2% | +5.4% | +36.8% | +38.6% |
| All | +42.2% | -6.2% | +48.3% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling