+227.5%
LOW vs BG
+166.7%
+60.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.6% |
| 7D | -3.7% | +3.1% | -6.8% | -4.6% |
| 30D | -8.9% | +10.2% | -19.1% | -11.4% |
| 3M | -10.4% | -1.7% | -8.7% | -10.5% |
| 6M | -19.4% | +1.0% | -20.4% | -20.6% |
| YTD | -17.1% | +39.9% | -57.0% | -25.9% |
| 1Y | -26.3% | +53.2% | -79.5% | -36.2% |
| 3Y | -9.9% | +16.3% | -26.2% | -16.7% |
| 5Y | +6.1% | +83.9% | -77.7% | -19.7% |
| All | +227.5% | +166.7% | +60.8% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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