+183.3%
LMT vs MOD
+1,604.6%
-1,421.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.7% |
| 7D | -6.3% | +9.6% | -15.9% | -6.9% |
| 30D | -8.5% | 0.0% | -8.5% | -8.6% |
| 3M | +1.8% | -35.4% | +37.2% | +4.4% |
| 6M | -19.9% | -7.3% | -12.7% | -20.5% |
| YTD | +10.6% | +45.8% | -35.2% | +5.9% |
| 1Y | +17.9% | +43.1% | -25.2% | +12.5% |
| 3Y | +27.0% | +297.7% | -270.7% | +6.5% |
| 5Y | +68.7% | +1,478.8% | -1,410.1% | +19.4% |
| All | +183.3% | +1,604.6% | -1,421.2% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling