+227.5%
LOW vs BN
+265.2%
-37.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.7% | -5.2% | +1.5% | -1.2% |
| 30D | -8.9% | -14.5% | +5.6% | -1.7% |
| 3M | -10.4% | -15.0% | +4.6% | -3.1% |
| 6M | -19.4% | -5.4% | -14.0% | -17.5% |
| YTD | -17.1% | -16.4% | -0.7% | -10.4% |
| 1Y | -26.3% | -16.2% | -10.0% | -20.8% |
| 3Y | -9.9% | +67.5% | -77.4% | -34.6% |
| 5Y | +6.1% | +34.1% | -28.0% | -15.8% |
| All | +227.5% | +265.2% | -37.6% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling