+25.9%
LMT vs MOD
-33.0%
+58.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -21.4% | +14.6% | -6.7% |
| 7D | -5.5% | -31.3% | +25.8% | -5.5% |
| 30D | +17.5% | -46.1% | +63.6% | +17.6% |
| 3M | +1.6% | -51.1% | +52.7% | +1.8% |
| 6M | +16.3% | -62.1% | +78.4% | +16.4% |
| YTD | +25.3% | -26.2% | +51.4% | +20.2% |
| 1Y | +25.9% | -32.6% | +58.4% | +20.2% |
| All | +25.9% | -33.0% | +58.8% | +20.2% |
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