+141.9%
MOD vs LII
-4.2%
+146.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.6% | -25.0% | -24.0% |
| 7D | -31.3% | +7.9% | -39.2% | -35.9% |
| 30D | -46.1% | -0.6% | -45.5% | -47.4% |
| 3M | -51.1% | -19.3% | -31.8% | -43.6% |
| 6M | -62.1% | -29.8% | -32.2% | -51.6% |
| YTD | -26.2% | -25.4% | -0.8% | -11.4% |
| 1Y | -32.6% | -26.2% | -6.4% | -18.1% |
| All | +141.9% | -4.2% | +146.1% | +119.3% |
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