+17.3%
LUV vs MOD
+1,486.8%
-1,469.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.8% |
| 7D | +0.7% | +3.6% | -2.9% | -0.2% |
| 30D | -13.4% | -2.6% | -10.8% | -13.1% |
| 3M | -9.6% | -33.1% | +23.6% | -1.9% |
| 6M | -8.9% | -7.5% | -1.4% | -9.5% |
| YTD | -5.2% | +39.3% | -44.4% | -14.6% |
| 1Y | +27.0% | +34.3% | -7.2% | +13.8% |
| 3Y | +39.6% | +296.2% | -256.5% | -12.3% |
| 5Y | -14.4% | +1,504.6% | -1,519.0% | -64.5% |
| 10Y | +17.3% | +1,511.5% | -1,494.3% | -60.9% |
| All | +17.3% | +1,486.8% | -1,469.5% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling