+736.3%
MOD vs LII
+3,124.4%
-2,388.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.2% | +3.6% |
| 7D | +9.6% | -0.7% | +10.3% | +10.1% |
| 30D | 0.0% | -12.6% | +12.6% | +8.5% |
| 3M | -35.4% | -24.4% | -10.9% | -24.1% |
| 6M | -7.3% | -28.7% | +21.4% | +13.5% |
| YTD | +45.8% | -19.1% | +64.9% | +64.9% |
| 1Y | +43.1% | -29.7% | +72.8% | +75.7% |
| 3Y | +297.7% | +4.8% | +292.9% | +292.9% |
| 5Y | +1,478.8% | +24.6% | +1,454.2% | +1,286.2% |
| 10Y | +1,633.4% | +169.2% | +1,464.2% | +870.7% |
| All | +736.3% | +3,124.4% | -2,388.0% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling