-1.4%
LOW vs BLK
+17.9%
-19.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.4% | +2.1% | +5.4% |
| 7D | +15.6% | +5.7% | +9.9% | +13.2% |
| 30D | +28.6% | +14.8% | +13.8% | +22.5% |
| 3M | +5.8% | +8.8% | -3.0% | +2.6% |
| 6M | +3.8% | +17.6% | -13.8% | -2.2% |
| YTD | -2.8% | +16.3% | -19.1% | -9.7% |
| 1Y | -1.4% | +18.0% | -19.4% | -9.1% |
| All | -1.4% | +17.9% | -19.3% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling