+202.1%
LMT vs MOD
+1,005.7%
-803.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.9% | -6.2% | +3.1% |
| 7D | -8.5% | -13.9% | +5.4% | -7.8% |
| 30D | +15.4% | -41.5% | +57.0% | +19.1% |
| 3M | +0.7% | -45.7% | +46.4% | +4.1% |
| 6M | +17.6% | -61.1% | +78.7% | +23.7% |
| YTD | +23.8% | -20.5% | +44.3% | +22.8% |
| 1Y | +31.6% | -32.1% | +63.8% | +31.6% |
| 3Y | +44.0% | +146.5% | -102.5% | +23.8% |
| 5Y | +98.8% | +812.7% | -713.9% | +44.5% |
| 10Y | +202.1% | +966.8% | -764.7% | +99.0% |
| All | +202.1% | +1,005.7% | -803.6% | +99.0% |
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