+293.0%
LOW vs BAX
-35.8%
+328.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +21.7% | +4.1% | +17.6% | +19.7% |
| 3M | +5.0% | -4.5% | +9.6% | +6.3% |
| 6M | +4.6% | +49.2% | -44.6% | -9.4% |
| YTD | -3.5% | +35.2% | -38.7% | -14.9% |
| 1Y | +0.5% | +38.3% | -37.7% | -12.2% |
| 3Y | +24.8% | -19.0% | +43.8% | +26.0% |
| 5Y | +6.5% | -64.2% | +70.6% | +49.3% |
| All | +293.0% | -35.8% | +328.8% | +392.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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