+4,437.6%
LUV vs MOD
+3,565.2%
+872.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.0% | +1.4% |
| 7D | +0.4% | +9.6% | -9.2% | -1.5% |
| 30D | -18.4% | 0.0% | -18.4% | -18.6% |
| 3M | -3.2% | -35.4% | +32.2% | +4.9% |
| 6M | -14.8% | -7.3% | -7.6% | -15.2% |
| YTD | -2.9% | +45.8% | -48.7% | -12.4% |
| 1Y | +29.6% | +43.1% | -13.6% | +16.0% |
| 3Y | +35.2% | +297.7% | -262.5% | -9.5% |
| 5Y | -11.7% | +1,478.8% | -1,490.4% | -57.8% |
| 10Y | +21.6% | +1,633.4% | -1,611.8% | -50.2% |
| All | +4,437.6% | +3,565.2% | +872.4% | +1,295.2% |
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