-1.4%
LOW vs BN
-3.9%
+2.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.1% | +1.4% | +4.6% |
| 7D | +15.6% | +12.0% | +3.6% | +9.9% |
| 30D | +28.6% | +17.0% | +11.6% | +20.0% |
| 3M | +5.8% | -3.2% | +9.1% | +6.4% |
| 6M | +3.8% | -3.9% | +7.7% | +4.5% |
| YTD | -2.8% | -5.6% | +2.8% | -3.8% |
| 1Y | -1.4% | -4.7% | +3.3% | -2.8% |
| All | -1.4% | -3.9% | +2.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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