+47.0%
LLY vs MOD
-33.9%
+80.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.9% | -5.6% | +4.4% |
| 7D | +0.1% | -13.9% | +14.0% | -0.3% |
| 30D | +19.7% | -41.5% | +61.3% | +18.5% |
| 3M | +19.3% | -45.7% | +65.0% | +17.9% |
| 6M | +49.3% | -61.1% | +110.5% | +47.9% |
| YTD | +32.0% | -20.5% | +52.5% | +30.5% |
| All | +47.0% | -33.9% | +80.9% | +45.0% |
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