-39.6%
MOD vs LII
-27.8%
-11.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.4% | -5.7% |
| 7D | -34.2% | +0.2% | -34.3% | -34.6% |
| 30D | -51.9% | -4.6% | -47.3% | -51.5% |
| 3M | -53.0% | -21.7% | -31.4% | -45.2% |
| 6M | -66.4% | -32.8% | -33.6% | -56.5% |
| YTD | -31.5% | -27.5% | -4.0% | -19.0% |
| 1Y | -39.6% | -28.0% | -11.6% | -26.2% |
| All | -39.6% | -27.8% | -11.7% | -26.2% |
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 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