+36.9%
LMT vs MOD
-33.2%
+70.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.3% | +1.1% |
| 7D | +2.5% | +8.2% | -5.7% | +2.3% |
| 30D | +19.2% | -38.2% | +57.3% | +19.3% |
| 3M | +2.7% | -46.2% | +48.9% | +3.0% |
| 6M | +20.6% | -62.5% | +83.2% | +21.7% |
| YTD | +28.4% | -20.1% | +48.5% | +21.8% |
| 1Y | +36.9% | -29.7% | +66.6% | +29.4% |
| All | +36.9% | -33.2% | +70.1% | +29.4% |
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