+5.0%
LVS vs MOD
+1,086.9%
-1,081.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +27.9% | -25.2% | -1.2% |
| 7D | -0.8% | +40.4% | -41.3% | -6.0% |
| 30D | +10.0% | -14.0% | +24.0% | +11.2% |
| 3M | -11.0% | -33.3% | +22.3% | -6.8% |
| 6M | -20.1% | -51.4% | +31.3% | -13.3% |
| YTD | -36.3% | +1.6% | -38.0% | -41.0% |
| 1Y | -36.8% | +5.4% | -42.2% | -42.3% |
| 3Y | -9.5% | +191.0% | -200.5% | -43.9% |
| All | +5.0% | +1,086.9% | -1,081.9% | -63.5% |
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 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