+208.6%
LMT vs MOD
+911.6%
-703.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.0% |
| 7D | -11.0% | -25.5% | +14.6% | -9.3% |
| 30D | +13.6% | -49.0% | +62.6% | +18.3% |
| 3M | -2.1% | -49.8% | +47.7% | +1.9% |
| 6M | +11.7% | -64.8% | +76.4% | +18.3% |
| YTD | +19.4% | -27.6% | +47.0% | +19.1% |
| 1Y | +24.1% | -35.2% | +59.3% | +24.3% |
| 3Y | +36.2% | +137.1% | -101.0% | +17.0% |
| 5Y | +90.7% | +760.3% | -669.6% | +38.4% |
| All | +208.6% | +911.6% | -703.0% | +102.8% |
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