+313.3%
LOW vs ALK
-37.5%
+350.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.7% | +1.5% |
| 7D | +6.4% | +8.9% | -2.5% | +4.0% |
| 30D | +25.6% | +5.9% | +19.6% | +23.5% |
| 3M | +4.6% | -16.5% | +21.1% | +9.2% |
| 6M | +2.5% | +2.1% | +0.4% | +0.8% |
| YTD | -1.6% | -17.1% | +15.5% | +0.8% |
| 1Y | +1.7% | -2.9% | +4.6% | -0.2% |
| 3Y | +29.4% | +24.5% | +5.0% | +12.3% |
| 5Y | +9.6% | -29.1% | +38.7% | +8.6% |
| 10Y | +313.3% | -39.1% | +352.5% | +240.3% |
| All | +313.3% | -37.5% | +350.8% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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