+5.2%
LOW vs AGI
+400.3%
-395.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -3.7% | -2.7% | -1.0% | -3.5% |
| 30D | -8.9% | +7.2% | -16.1% | -9.5% |
| 3M | -10.4% | +4.3% | -14.7% | -11.0% |
| 6M | -19.4% | -27.1% | +7.7% | -17.8% |
| YTD | -17.1% | -6.6% | -10.5% | -17.3% |
| 1Y | -26.3% | +9.5% | -35.8% | -27.6% |
| 3Y | -9.9% | +208.4% | -218.3% | -22.9% |
| All | +5.2% | +400.3% | -395.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling