+303.3%
LOW vs AR
+52.4%
+250.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.0% | +2.9% |
| 7D | +8.7% | -5.8% | +14.4% | +9.1% |
| 30D | +25.5% | +4.8% | +20.6% | +24.8% |
| 3M | +6.6% | +1.5% | +5.1% | +6.2% |
| 6M | +2.4% | +4.7% | -2.3% | +1.6% |
| YTD | -1.7% | +9.2% | -10.9% | -3.3% |
| 1Y | +1.7% | +11.2% | -9.5% | -0.2% |
| 3Y | +26.6% | +46.2% | -19.7% | +19.1% |
| 5Y | +10.1% | +98.1% | -87.9% | -1.3% |
| 10Y | +303.3% | +54.5% | +248.8% | +263.6% |
| All | +303.3% | +52.4% | +250.9% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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