-32.6%
MOD vs LII
-26.0%
-6.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.6% | -25.0% | -23.4% |
| 7D | -31.3% | +7.9% | -39.2% | -34.9% |
| 30D | -46.1% | -0.6% | -45.5% | -47.1% |
| 3M | -51.1% | -19.3% | -31.8% | -43.9% |
| 6M | -62.1% | -29.8% | -32.2% | -52.3% |
| YTD | -26.2% | -25.4% | -0.8% | -13.9% |
| 1Y | -32.6% | -26.2% | -6.4% | -18.8% |
| All | -32.6% | -26.0% | -6.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling