+1,163.8%
LOW vs ACWI
+356.8%
+807.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | -0.9% | +2.4% | -3.3% | -3.4% |
| 6M | -20.1% | +12.4% | -32.4% | -28.7% |
| YTD | -13.9% | +15.2% | -29.1% | -25.0% |
| 1Y | -21.1% | +22.7% | -43.8% | -35.5% |
| 3Y | -6.6% | +75.8% | -82.4% | -46.1% |
| 5Y | +9.4% | +67.7% | -58.4% | -34.0% |
| 10Y | +220.5% | +229.0% | -8.5% | +7.0% |
| All | +1,163.8% | +356.8% | +807.0% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling