-40.9%
LULU vs MOD
+25.1%
-66.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.8% |
| 7D | -20.4% | -3.9% | -16.5% | -20.4% |
| 30D | -22.9% | -9.6% | -13.3% | -22.8% |
| 3M | -18.5% | -30.6% | +12.0% | -18.1% |
| 6M | -41.8% | -10.9% | -30.9% | -42.5% |
| YTD | -53.4% | +34.3% | -87.6% | -54.3% |
| 1Y | -40.9% | +18.3% | -59.2% | -42.7% |
| All | -40.9% | +25.1% | -66.0% | -42.7% |
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