+233.8%
LOW vs AR
+43.0%
+190.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | -9.3% | +5.5% | -14.8% | -9.7% |
| 3M | -8.1% | +12.9% | -20.9% | -9.2% |
| 6M | -19.8% | +0.1% | -19.8% | -20.1% |
| YTD | -16.4% | +13.5% | -29.9% | -17.8% |
| 1Y | -24.7% | +21.6% | -46.2% | -26.6% |
| 3Y | -8.8% | +46.0% | -54.8% | -14.1% |
| 5Y | +7.8% | +143.7% | -136.0% | -5.2% |
| 10Y | +233.8% | +44.3% | +189.5% | +196.1% |
| All | +233.8% | +43.0% | +190.8% | +196.1% |
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