+321.2%
MOD vs LTH
+152.2%
+168.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +9.6% | -0.6% | +10.2% | +9.8% |
| 30D | 0.0% | -4.6% | +4.6% | +1.7% |
| 3M | -35.4% | +32.8% | -68.2% | -43.0% |
| 6M | -7.3% | +64.6% | -71.9% | -25.9% |
| YTD | +45.8% | +62.6% | -16.8% | +16.8% |
| 1Y | +43.1% | +49.9% | -6.8% | +18.2% |
| All | +321.2% | +152.2% | +168.9% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling