+293.0%
LOW vs ALM
+2,100.8%
-1,807.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -0.1% |
| 7D | +1.4% | +1.2% | +0.2% | +1.4% |
| 30D | +21.7% | -19.3% | +41.0% | +22.3% |
| 3M | +5.0% | -40.6% | +45.7% | +6.2% |
| 6M | +4.6% | -57.9% | +62.5% | +6.4% |
| YTD | -3.5% | -6.7% | +3.2% | -4.2% |
| 1Y | +0.5% | +20.2% | -19.6% | -1.0% |
| 3Y | +24.8% | +879.4% | -854.6% | +13.6% |
| 5Y | +6.5% | +415.3% | -408.8% | -2.4% |
| All | +293.0% | +2,100.8% | -1,807.8% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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