-37.7%
LULU vs MOD
-6.2%
-31.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +27.9% | -26.7% | +2.0% |
| 7D | -4.6% | +40.4% | -45.1% | -3.4% |
| 30D | +12.3% | -14.0% | +26.3% | +12.0% |
| 3M | -11.6% | -33.3% | +21.7% | -12.0% |
| 6M | -12.8% | -51.4% | +38.6% | -12.9% |
| YTD | -49.2% | +1.6% | -50.8% | -47.9% |
| 1Y | -37.7% | +5.4% | -43.1% | -35.7% |
| All | -37.7% | -6.2% | -31.6% | -35.7% |
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