-51.2%
LULU vs MOD
+45.0%
-96.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +4.3% | -21.7% | -17.4% |
| 7D | -16.7% | +9.6% | -26.3% | -16.8% |
| 30D | -18.5% | 0.0% | -18.6% | -18.6% |
| 3M | -19.5% | -35.4% | +15.9% | -18.1% |
| 6M | -41.9% | -7.3% | -34.6% | -42.7% |
| YTD | -51.6% | +45.8% | -97.4% | -52.7% |
| 1Y | -51.2% | +43.1% | -94.3% | -53.5% |
| All | -51.2% | +45.0% | -96.2% | -53.5% |
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