-7.8%
LOW vs ALK
+1.7%
-9.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -10.1% | -18.5% | +8.4% | -6.2% |
| 3M | -2.9% | -3.6% | +0.7% | -2.4% |
| 6M | -19.4% | -3.7% | -15.7% | -19.6% |
| YTD | -15.4% | -19.0% | +3.6% | -13.4% |
| 1Y | -24.9% | -36.0% | +11.1% | -19.8% |
| 3Y | -7.8% | +2.3% | -10.2% | -15.6% |
| All | -7.8% | +1.7% | -9.5% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling