+5.6%
LOW vs AR
+71.8%
-66.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +7.4% | -14.3% | +21.7% | +8.5% |
| 30D | +24.5% | +1.4% | +23.0% | +24.1% |
| 3M | +3.5% | +3.4% | +0.1% | +2.9% |
| 6M | -2.6% | -2.1% | -0.5% | -2.8% |
| YTD | -4.8% | +4.7% | -9.5% | -6.1% |
| 1Y | -0.8% | +10.6% | -11.4% | -2.8% |
| 3Y | +22.8% | +24.6% | -1.8% | +16.0% |
| All | +5.6% | +71.8% | -66.2% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling