-14.4%
LUV vs MOD
+1,517.1%
-1,531.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 6M | -8.9% | -7.5% | -1.4% | -9.5% |
| YTD | -5.2% | +39.3% | -44.4% | -14.1% |
| 1Y | +27.0% | +34.3% | -7.2% | +14.7% |
| 3Y | +39.6% | +296.2% | -256.5% | -11.6% |
| 5Y | -14.4% | +1,504.6% | -1,519.0% | -66.7% |
| All | -14.4% | +1,517.1% | -1,531.5% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling