+912.2%
BX vs LOW
+780.7%
+131.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.9% |
| 7D | -5.7% | -0.6% | -5.0% | -5.3% |
| 30D | -8.9% | -9.3% | +0.4% | -2.8% |
| 3M | +8.4% | -8.1% | +16.5% | +14.2% |
| 6M | +18.9% | -19.8% | +38.7% | +36.4% |
| YTD | -13.6% | -16.4% | +2.7% | -4.2% |
| 1Y | -22.4% | -24.7% | +2.2% | -7.9% |
| 3Y | +26.0% | -8.8% | +34.8% | +31.0% |
| 5Y | +18.8% | +7.8% | +11.0% | +11.2% |
| 10Y | +668.7% | +233.8% | +434.9% | +197.6% |
| All | +912.2% | +780.7% | +131.5% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling