+40,454.4%
LOW vs BN
+15,947.2%
+24,507.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.0% | -2.4% | +3.4% | +1.9% |
| 30D | +25.6% | +13.5% | +12.1% | +19.8% |
| 3M | +5.3% | -5.9% | +11.3% | +7.9% |
| 6M | +3.7% | -8.9% | +12.7% | +7.4% |
| YTD | -1.9% | -7.9% | +6.0% | +0.7% |
| 1Y | +0.6% | -8.3% | +8.9% | +3.2% |
| 3Y | +26.4% | +100.8% | -74.3% | -5.7% |
| 5Y | +10.1% | +38.2% | -28.1% | -7.2% |
| 10Y | +301.3% | +302.3% | -1.1% | +126.4% |
| All | +40,454.4% | +15,947.2% | +24,507.2% | +8,631.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling