+227.5%
LOW vs AG
+68.4%
+159.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | -3.7% | -6.7% | +3.0% | -3.3% |
| 30D | -8.9% | +2.2% | -11.0% | -9.1% |
| 3M | -10.4% | +15.7% | -26.1% | -11.5% |
| 6M | -19.4% | -23.8% | +4.4% | -18.6% |
| YTD | -17.1% | +17.6% | -34.8% | -18.9% |
| 1Y | -26.3% | +88.6% | -114.9% | -30.4% |
| 3Y | -9.9% | +253.4% | -263.3% | -20.3% |
| 5Y | +6.1% | +62.4% | -56.3% | -3.2% |
| All | +227.5% | +68.4% | +159.2% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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