-8.1%
LOW vs BEN
+55.5%
-63.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.4% | +4.7% | -4.3% | -1.2% |
| 30D | -10.1% | +2.6% | -12.7% | -10.9% |
| 3M | -2.9% | +11.5% | -14.3% | -6.8% |
| 6M | -19.4% | +35.3% | -54.7% | -28.4% |
| YTD | -15.4% | +48.6% | -64.1% | -27.6% |
| 1Y | -24.9% | +46.7% | -71.6% | -35.6% |
| All | -8.1% | +55.5% | -63.5% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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