+227.0%
LOW vs ACWI
+226.7%
+0.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | +0.5% | -2.2% | -2.2% |
| 30D | -7.0% | +0.9% | -7.9% | -7.9% |
| 3M | -0.9% | +2.4% | -3.3% | -3.7% |
| 6M | -20.1% | +12.4% | -32.4% | -29.8% |
| YTD | -13.9% | +15.2% | -29.1% | -26.4% |
| 1Y | -21.1% | +22.7% | -43.8% | -37.3% |
| 3Y | -6.6% | +75.8% | -82.4% | -50.7% |
| 5Y | +9.4% | +67.7% | -58.4% | -39.2% |
| All | +227.0% | +226.7% | +0.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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