+227.1%
LOW vs ALM
+2,776.7%
-2,549.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | -0.8% |
| 7D | -2.6% | -7.1% | +4.5% | -2.5% |
| 30D | -11.1% | +24.7% | -35.8% | -11.7% |
| 3M | -8.5% | +8.3% | -16.8% | -9.0% |
| 6M | -20.8% | -22.2% | +1.3% | -20.8% |
| YTD | -17.2% | +88.1% | -105.3% | -19.1% |
| 1Y | -24.7% | +272.4% | -297.1% | -28.0% |
| 3Y | -9.7% | +2,004.1% | -2,013.9% | -19.3% |
| 5Y | +6.0% | +915.8% | -909.8% | -4.0% |
| All | +227.1% | +2,776.7% | -2,549.6% | +196.4% |
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