+2,217.4%
LOW vs BLK
+12,788.7%
-10,571.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.6% | -5.2% | +2.5% | -0.5% |
| 30D | -11.1% | -7.0% | -4.1% | -8.4% |
| 3M | -8.5% | +5.7% | -14.2% | -10.8% |
| 6M | -20.8% | +11.0% | -31.9% | -24.5% |
| YTD | -17.2% | +0.9% | -18.1% | -18.3% |
| 1Y | -24.7% | -1.6% | -23.1% | -25.1% |
| 3Y | -9.7% | +64.5% | -74.2% | -27.9% |
| 5Y | +6.0% | +30.9% | -24.9% | -8.2% |
| 10Y | +230.5% | +275.1% | -44.6% | +89.3% |
| All | +2,217.4% | +12,788.7% | -10,571.3% | +364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling