+144.6%
LLY vs MOD
+138.1%
+6.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.6% |
| 7D | +1.6% | -17.8% | +19.5% | +2.4% |
| 30D | +21.5% | -43.2% | +64.7% | +24.6% |
| 3M | +16.4% | -46.0% | +62.5% | +19.5% |
| 6M | +51.5% | -62.2% | +113.7% | +58.2% |
| YTD | +33.9% | -22.8% | +56.7% | +31.0% |
| 1Y | +49.1% | -35.5% | +84.6% | +47.6% |
| 3Y | +144.6% | +128.2% | +16.4% | +117.4% |
| All | +144.6% | +138.1% | +6.5% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling