+3.5%
LVS vs MOD
+1,604.6%
-1,601.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.2% |
| 7D | -1.5% | +9.6% | -11.1% | -3.4% |
| 30D | -3.2% | 0.0% | -3.3% | -3.5% |
| 3M | -12.0% | -35.4% | +23.4% | -5.2% |
| 6M | -19.9% | -7.3% | -12.6% | -21.3% |
| YTD | -30.6% | +45.8% | -76.4% | -39.5% |
| 1Y | -17.7% | +43.1% | -60.9% | -28.9% |
| 3Y | -14.2% | +297.7% | -311.9% | -48.4% |
| 5Y | +9.6% | +1,478.8% | -1,469.1% | -57.2% |
| All | +3.5% | +1,604.6% | -1,601.0% | -65.2% |
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 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