+45.3%
LLY vs MOD
-37.3%
+82.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.7% |
| 7D | -4.5% | -25.5% | +21.1% | -5.1% |
| 30D | +13.9% | -49.0% | +62.9% | +12.6% |
| 3M | +13.8% | -49.8% | +63.6% | +12.4% |
| 6M | +37.6% | -64.8% | +102.4% | +36.2% |
| YTD | +26.6% | -27.6% | +54.2% | +24.9% |
| 1Y | +45.3% | -35.2% | +80.5% | +43.2% |
| All | +45.3% | -37.3% | +82.7% | +43.2% |
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 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