+7.8%
LOW vs BEN
+40.0%
-32.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -0.6% | +3.4% | -4.0% | -2.0% |
| 30D | -9.3% | +1.8% | -11.1% | -10.0% |
| 3M | -8.1% | +8.4% | -16.4% | -11.4% |
| 6M | -19.8% | +35.6% | -55.4% | -29.9% |
| YTD | -16.4% | +46.4% | -62.7% | -29.5% |
| 1Y | -24.7% | +46.3% | -71.0% | -36.7% |
| 3Y | -8.8% | +54.6% | -63.4% | -26.9% |
| 5Y | +7.8% | +39.4% | -31.6% | -13.4% |
| All | +7.8% | +40.0% | -32.2% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling