+33.6%
LMT vs MOD
+331.6%
-298.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.5% |
| 7D | -6.3% | +9.6% | -15.9% | -6.4% |
| 30D | -8.5% | 0.0% | -8.5% | -8.5% |
| 3M | +1.8% | -35.4% | +37.2% | +2.2% |
| 6M | -19.9% | -7.3% | -12.7% | -20.3% |
| YTD | +10.6% | +45.8% | -35.2% | +9.3% |
| 1Y | +17.9% | +43.1% | -25.2% | +16.5% |
| All | +33.6% | +331.6% | -298.0% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling