+11,275.8%
LMT vs MOD
+3,565.2%
+7,710.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.8% |
| 7D | -6.3% | +9.6% | -15.9% | -7.1% |
| 30D | -8.5% | 0.0% | -8.5% | -8.6% |
| 3M | +1.8% | -35.4% | +37.2% | +5.2% |
| 6M | -19.9% | -7.3% | -12.7% | -20.6% |
| YTD | +10.6% | +45.8% | -35.2% | +4.9% |
| 1Y | +17.9% | +43.1% | -25.2% | +11.3% |
| 3Y | +27.0% | +297.7% | -270.7% | +3.7% |
| 5Y | +68.7% | +1,478.8% | -1,410.1% | +16.2% |
| 10Y | +181.1% | +1,633.4% | -1,452.3% | +76.5% |
| All | +11,275.8% | +3,565.2% | +7,710.6% | +6,316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling