+5,202.7%
LUV vs MOD
+1,810.3%
+3,392.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.9% | -5.7% | +2.1% |
| 7D | +5.3% | -13.9% | +19.3% | +7.5% |
| 30D | +11.1% | -41.5% | +52.7% | +22.5% |
| 3M | -1.1% | -45.7% | +44.6% | +10.1% |
| 6M | +13.1% | -61.1% | +74.2% | +33.0% |
| YTD | +13.5% | -20.5% | +34.0% | +14.1% |
| 1Y | +45.2% | -32.1% | +77.4% | +49.7% |
| 3Y | +111.4% | +146.5% | -35.1% | +54.1% |
| 5Y | -0.9% | +812.7% | -813.7% | -47.8% |
| 10Y | +23.7% | +966.8% | -943.1% | -44.7% |
| All | +5,202.7% | +1,810.3% | +3,392.3% | +1,723.9% |
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 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