+21,688.9%
LLY vs MOD
+1,673.7%
+20,015.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -21.4% | +22.0% | +2.6% |
| 7D | +10.1% | -31.3% | +41.4% | +13.5% |
| 30D | +24.0% | -46.1% | +70.2% | +30.5% |
| 3M | +27.3% | -51.1% | +78.4% | +34.7% |
| 6M | +47.0% | -62.1% | +109.0% | +57.8% |
| YTD | +32.6% | -26.2% | +58.8% | +32.5% |
| 1Y | +57.3% | -32.6% | +89.9% | +57.9% |
| 3Y | +154.9% | +133.8% | +21.1% | +118.6% |
| 5Y | +447.5% | +792.8% | -345.2% | +299.8% |
| 10Y | +2,187.5% | +959.8% | +1,227.7% | +1,392.7% |
| All | +21,688.9% | +1,673.7% | +20,015.2% | +11,528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling