+227.5%
LOW vs BBY
+252.7%
-25.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.1% |
| 7D | -3.7% | +0.6% | -4.3% | -4.0% |
| 30D | -8.9% | +9.4% | -18.3% | -12.3% |
| 3M | -10.4% | +19.3% | -29.7% | -16.9% |
| 6M | -19.4% | +47.9% | -67.3% | -32.1% |
| YTD | -17.1% | +39.6% | -56.7% | -28.9% |
| 1Y | -26.3% | +22.2% | -48.4% | -33.6% |
| 3Y | -9.9% | +45.0% | -54.9% | -28.0% |
| 5Y | +6.1% | +2.6% | +3.5% | -5.4% |
| All | +227.5% | +252.7% | -25.2% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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