-32.6%
MOD vs LTH
+84.0%
-116.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.3% | -27.8% | -22.4% |
| 7D | -31.3% | +9.9% | -41.2% | -32.8% |
| 30D | -46.1% | +18.3% | -64.4% | -48.5% |
| 3M | -51.1% | +5.9% | -57.1% | -51.7% |
| 6M | -62.1% | +80.3% | -142.4% | -71.2% |
| YTD | -26.2% | +78.3% | -104.5% | -44.8% |
| 1Y | -32.6% | +81.0% | -113.6% | -50.1% |
| All | -32.6% | +84.0% | -116.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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