+646.1%
LULU vs MOD
+328.1%
+318.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.7% |
| 7D | -6.5% | +16.1% | -22.6% | -10.0% |
| 30D | +10.7% | -38.5% | +49.2% | +22.1% |
| 3M | -13.6% | -46.8% | +33.2% | -2.4% |
| 6M | -16.5% | -61.6% | +45.1% | -0.4% |
| YTD | -49.7% | -20.5% | -29.2% | -51.4% |
| 1Y | -38.9% | -28.0% | -10.9% | -40.1% |
| 3Y | -74.7% | +134.9% | -209.7% | -83.8% |
| 5Y | -76.9% | +833.2% | -910.1% | -90.5% |
| 10Y | +80.6% | +834.8% | -754.2% | -42.0% |
| All | +646.1% | +328.1% | +318.1% | +152.3% |
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