+293.0%
LOW vs BLDR
+479.0%
-186.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +1.4% | -3.0% | +4.4% | +2.4% |
| 30D | +21.7% | +20.1% | +1.6% | +13.6% |
| 3M | +5.0% | -17.5% | +22.5% | +11.6% |
| 6M | +4.6% | -16.1% | +20.7% | +9.5% |
| YTD | -3.5% | -41.0% | +37.5% | +13.4% |
| 1Y | +0.5% | -41.6% | +42.1% | +18.2% |
| 3Y | +24.8% | -50.8% | +75.6% | +48.1% |
| 5Y | +6.5% | -10.8% | +17.2% | -3.2% |
| All | +293.0% | +479.0% | -186.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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