+134.1%
LLY vs MOD
+116.8%
+17.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.3% | +3.5% | -3.4% |
| 7D | -0.7% | -34.2% | +33.5% | +1.2% |
| 30D | +17.9% | -51.9% | +69.8% | +22.1% |
| 3M | +16.8% | -53.0% | +69.9% | +20.8% |
| 6M | +38.4% | -66.4% | +104.8% | +45.4% |
| YTD | +27.6% | -31.5% | +59.2% | +25.6% |
| 1Y | +48.3% | -39.6% | +87.9% | +46.9% |
| All | +134.1% | +116.8% | +17.2% | +104.4% |
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