-24.7%
LOW vs BAX
-0.8%
-23.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -2.6% | -5.4% | +2.8% | -1.3% |
| 30D | -11.1% | -12.4% | +1.2% | -8.3% |
| 3M | -8.5% | +19.1% | -27.6% | -12.4% |
| 6M | -20.8% | +38.6% | -59.5% | -26.6% |
| YTD | -17.2% | +26.7% | -43.9% | -23.2% |
| 1Y | -24.7% | +1.0% | -25.8% | -29.3% |
| All | -24.7% | -0.8% | -23.9% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling