+227.5%
LOW vs BNY
+416.3%
-188.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.1% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | -10.4% | +14.9% | -25.3% | -16.3% |
| 6M | -19.4% | +40.0% | -59.4% | -31.3% |
| YTD | -17.1% | +42.0% | -59.1% | -30.3% |
| 1Y | -26.3% | +56.9% | -83.1% | -40.9% |
| 3Y | -9.9% | +289.9% | -299.8% | -54.1% |
| 5Y | +6.1% | +259.2% | -253.1% | -45.3% |
| All | +227.5% | +416.3% | -188.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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