-11.3%
LVS vs MOD
+915.9%
-927.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.1% |
| 7D | -1.3% | +8.2% | -9.5% | -3.0% |
| 30D | +12.2% | -38.2% | +50.4% | +21.6% |
| 3M | -11.3% | -46.2% | +34.9% | -1.7% |
| 6M | -21.6% | -62.5% | +40.9% | -8.2% |
| YTD | -36.6% | -20.1% | -16.5% | -38.9% |
| 1Y | -38.4% | -29.7% | -8.7% | -39.4% |
| 3Y | -10.2% | +136.2% | -146.4% | -41.4% |
| 5Y | +9.4% | +820.4% | -810.9% | -54.0% |
| 10Y | -11.3% | +839.8% | -851.1% | -68.5% |
| All | -11.3% | +915.9% | -927.2% | -68.5% |
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