-9.9%
LOW vs BLK
+66.0%
-75.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | -3.7% | -3.3% | -0.4% | -2.2% |
| 30D | -8.9% | -6.5% | -2.3% | -5.9% |
| 3M | -10.4% | +6.7% | -17.2% | -13.5% |
| 6M | -19.4% | +14.7% | -34.1% | -25.2% |
| YTD | -17.1% | +2.5% | -19.6% | -19.2% |
| 1Y | -26.3% | -2.8% | -23.5% | -26.3% |
| 3Y | -9.9% | +65.9% | -75.7% | -38.1% |
| All | -9.9% | +66.0% | -75.9% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling