+36.1%
LVS vs MOD
+296.1%
-260.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -3.9% | +16.1% | -20.0% | -8.6% |
| 30D | +7.1% | -38.5% | +45.6% | +21.3% |
| 3M | -13.2% | -46.8% | +33.6% | +1.8% |
| 6M | -22.8% | -61.6% | +38.8% | -3.0% |
| YTD | -38.0% | -20.5% | -17.5% | -41.1% |
| 1Y | -39.5% | -28.0% | -11.4% | -41.4% |
| 3Y | -12.2% | +134.9% | -147.1% | -51.6% |
| 5Y | +6.4% | +833.2% | -826.7% | -67.4% |
| 10Y | -13.3% | +834.8% | -848.1% | -80.1% |
| All | +36.1% | +296.1% | -260.0% | -65.8% |
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