+17,561.1%
LLY vs MOD
+3,565.2%
+13,995.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.3% |
| 7D | -2.1% | +9.6% | -11.7% | -3.0% |
| 30D | -1.6% | 0.0% | -1.6% | -1.8% |
| 3M | +2.3% | -35.4% | +37.7% | +5.7% |
| 6M | +14.9% | -7.3% | +22.2% | +14.1% |
| YTD | +7.5% | +45.8% | -38.3% | +1.6% |
| 1Y | +55.7% | +43.1% | +12.5% | +46.6% |
| 3Y | +110.6% | +297.7% | -187.1% | +73.1% |
| 5Y | +363.4% | +1,478.8% | -1,115.3% | +223.2% |
| 10Y | +1,649.0% | +1,633.4% | +15.6% | +1,001.8% |
| All | +17,561.1% | +3,565.2% | +13,995.9% | +8,795.9% |
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