+233.8%
LOW vs BAH
+186.6%
+47.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.6% | -1.3% | +0.7% | -0.3% |
| 30D | -9.3% | -6.6% | -2.7% | -7.6% |
| 3M | -8.1% | -7.2% | -0.9% | -6.6% |
| 6M | -19.8% | -10.0% | -9.8% | -18.3% |
| YTD | -16.4% | -12.5% | -3.9% | -15.0% |
| 1Y | -24.7% | -27.9% | +3.2% | -19.2% |
| 3Y | -8.8% | -31.4% | +22.6% | -5.8% |
| 5Y | +7.8% | -3.2% | +11.0% | -4.8% |
| 10Y | +233.8% | +191.5% | +42.4% | +110.6% |
| All | +233.8% | +186.6% | +47.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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