+7.8%
LOW vs BAX
-67.6%
+75.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -0.6% | -5.1% | +4.5% | +0.8% |
| 30D | -9.3% | -12.2% | +2.9% | -6.1% |
| 3M | -8.1% | +21.8% | -29.9% | -13.0% |
| 6M | -19.8% | +36.3% | -56.1% | -26.4% |
| YTD | -16.4% | +27.8% | -44.2% | -22.9% |
| 1Y | -24.7% | -0.1% | -24.6% | -26.2% |
| 3Y | -8.8% | -33.3% | +24.5% | -2.8% |
| 5Y | +7.8% | -67.1% | +74.9% | +44.4% |
| All | +7.8% | -67.6% | +75.3% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling