+661.1%
BX vs LOW
+233.5%
+427.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -5.6% | -3.7% | -1.9% | -3.4% |
| 30D | -12.2% | -8.9% | -3.4% | -7.1% |
| 3M | +7.4% | -10.4% | +17.8% | +14.4% |
| 6M | +22.2% | -19.4% | +41.6% | +38.2% |
| YTD | -14.0% | -17.1% | +3.1% | -4.9% |
| 1Y | -27.3% | -26.3% | -1.0% | -13.7% |
| 3Y | +24.5% | -9.9% | +34.4% | +30.1% |
| 5Y | +18.9% | +6.1% | +12.8% | +13.8% |
| All | +661.1% | +233.5% | +427.6% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling