+7.8%
LOW vs BN
+33.2%
-25.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | -0.6% | -3.0% | +2.4% | +0.7% |
| 30D | -9.3% | -13.0% | +3.7% | -3.7% |
| 3M | -8.1% | -15.2% | +7.2% | -1.4% |
| 6M | -19.8% | -5.9% | -13.8% | -17.8% |
| YTD | -16.4% | -15.8% | -0.6% | -10.7% |
| 1Y | -24.7% | -12.2% | -12.5% | -21.4% |
| 3Y | -8.8% | +72.2% | -81.0% | -32.1% |
| 5Y | +7.8% | +33.2% | -25.4% | -11.3% |
| All | +7.8% | +33.2% | -25.4% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling