+40.9%
LVS vs MOD
+260.7%
-219.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -2.2% |
| 7D | +11.1% | -25.5% | +36.6% | +19.6% |
| 30D | +14.7% | -49.0% | +63.7% | +38.1% |
| 3M | -10.9% | -49.8% | +38.9% | +6.6% |
| 6M | -22.3% | -64.8% | +42.4% | +0.4% |
| YTD | -35.8% | -27.6% | -8.2% | -37.0% |
| 1Y | -33.5% | -35.2% | +1.7% | -33.3% |
| 3Y | -11.7% | +137.1% | -148.8% | -51.7% |
| 5Y | +2.6% | +760.3% | -757.7% | -67.7% |
| 10Y | -11.9% | +938.8% | -950.7% | -80.8% |
| All | +40.9% | +260.7% | -219.8% | -63.4% |
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