+906.4%
MOD vs LII
+162.0%
+744.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +7.1% |
| 7D | -25.5% | -0.6% | -24.9% | -26.0% |
| 30D | -49.0% | -4.6% | -44.4% | -48.7% |
| 3M | -49.8% | -21.2% | -28.6% | -41.9% |
| 6M | -64.8% | -36.4% | -28.3% | -52.5% |
| YTD | -27.6% | -28.9% | +1.3% | -10.7% |
| 1Y | -35.2% | -29.5% | -5.7% | -19.4% |
| 3Y | +137.1% | -8.6% | +145.7% | +145.1% |
| 5Y | +760.3% | +20.2% | +740.1% | +621.9% |
| All | +906.4% | +162.0% | +744.4% | +446.2% |
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