-53.0%
MOD vs LTH
+5.6%
-58.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.0% | -6.8% |
| 7D | -34.2% | +5.3% | -39.4% | -31.1% |
| 30D | -51.9% | +18.3% | -70.1% | -49.0% |
| 3M | -53.0% | +5.4% | -58.4% | -47.6% |
| All | -53.0% | +5.6% | -58.7% | -47.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling