+321.2%
MOD vs LII
+5.3%
+315.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.2% | +3.3% |
| 7D | +9.6% | -0.7% | +10.3% | +10.2% |
| 30D | 0.0% | -12.6% | +12.6% | +11.7% |
| 3M | -35.4% | -24.4% | -10.9% | -20.0% |
| 6M | -7.3% | -28.7% | +21.4% | +20.9% |
| YTD | +45.8% | -19.1% | +64.9% | +69.1% |
| 1Y | +43.1% | -29.7% | +72.8% | +86.8% |
| All | +321.2% | +5.3% | +315.9% | +253.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling