-9.1%
LOW vs BLDR
-56.4%
+47.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | -9.3% | -14.7% | +5.4% | -4.3% |
| 3M | -8.1% | -20.8% | +12.8% | -1.1% |
| 6M | -19.8% | -35.3% | +15.6% | -8.1% |
| YTD | -16.4% | -40.3% | +24.0% | -2.0% |
| 1Y | -24.7% | -56.3% | +31.6% | -2.6% |
| All | -9.1% | -56.4% | +47.3% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling