+922.9%
LOW vs BIL
+30.8%
+892.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.5% |
| 7D | +6.4% | +0.1% | +6.3% | +6.9% |
| 30D | +25.6% | 0.0% | +25.6% | +25.4% |
| 3M | +4.6% | +0.6% | +4.0% | +8.4% |
| 6M | +2.5% | +1.5% | +1.0% | +12.3% |
| YTD | -1.6% | +2.8% | -4.4% | +16.1% |
| 1Y | +1.7% | +3.3% | -1.6% | +24.2% |
| 3Y | +29.4% | +13.4% | +16.0% | +179.0% |
| 5Y | +9.6% | +19.8% | -10.2% | +233.6% |
| 10Y | +313.3% | +25.6% | +287.7% | +1,579.4% |
| All | +922.9% | +30.8% | +892.1% | +4,250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 all: compounded portfolio wealth divided by compounded BIL 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…
all analysis · Full analysis span regression · 6 months rolling