-9.1%
LOW vs BAX
-33.8%
+24.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -0.6% | -5.1% | +4.5% | +0.6% |
| 30D | -9.3% | -12.2% | +2.9% | -6.4% |
| 3M | -8.1% | +21.8% | -29.9% | -12.5% |
| 6M | -19.8% | +36.3% | -56.1% | -25.7% |
| YTD | -16.4% | +27.8% | -44.2% | -22.3% |
| 1Y | -24.7% | -0.1% | -24.6% | -26.3% |
| All | -9.1% | -33.8% | +24.7% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling