+852.0%
MOD vs LII
+167.2%
+684.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.4% | -5.2% |
| 7D | -34.2% | +0.2% | -34.3% | -34.8% |
| 30D | -51.9% | -4.6% | -47.3% | -51.5% |
| 3M | -53.0% | -21.7% | -31.4% | -45.3% |
| 6M | -66.4% | -32.8% | -33.6% | -56.5% |
| YTD | -31.5% | -27.5% | -4.0% | -16.7% |
| 1Y | -39.6% | -28.0% | -11.6% | -26.0% |
| 3Y | +116.8% | -7.2% | +124.0% | +122.0% |
| 5Y | +713.8% | +22.6% | +691.2% | +573.9% |
| All | +852.0% | +167.2% | +684.8% | +410.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling