-9.1%
LOW vs BBWI
-47.8%
+38.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | +0.2% |
| 7D | -0.6% | -4.4% | +3.8% | +0.3% |
| 30D | -9.3% | -7.4% | -1.9% | -8.1% |
| 3M | -8.1% | -2.2% | -5.8% | -8.1% |
| 6M | -19.8% | -16.3% | -3.4% | -17.8% |
| YTD | -16.4% | -9.1% | -7.2% | -16.0% |
| 1Y | -24.7% | -34.5% | +9.9% | -19.7% |
| All | -9.1% | -47.8% | +38.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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