+29.6%
LUV vs MOD
+45.0%
-15.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.0% | +1.1% |
| 7D | +0.4% | +9.6% | -9.2% | -2.1% |
| 30D | -18.4% | 0.0% | -18.4% | -18.6% |
| 3M | -3.2% | -35.4% | +32.2% | +7.6% |
| 6M | -14.8% | -7.3% | -7.6% | -17.4% |
| YTD | -2.9% | +45.8% | -48.7% | -17.8% |
| 1Y | +29.6% | +43.1% | -13.6% | +10.4% |
| All | +29.6% | +45.0% | -15.4% | +10.4% |
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