-74.9%
LULU vs MOD
+290.9%
-365.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -3.0% |
| 7D | -16.9% | +3.6% | -20.5% | -17.4% |
| 30D | -22.0% | -2.6% | -19.3% | -22.0% |
| 3M | -17.8% | -33.1% | +15.3% | -14.7% |
| 6M | -41.3% | -7.5% | -33.7% | -42.1% |
| YTD | -52.0% | +39.3% | -91.3% | -55.7% |
| 1Y | -39.8% | +34.3% | -74.1% | -44.9% |
| All | -74.9% | +290.9% | -365.8% | -83.6% |
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