-1.0%
LOW vs BP
+30.8%
-31.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.4% |
| 7D | +0.1% | +2.5% | -2.4% | +0.8% |
| 30D | +21.3% | -5.6% | +26.9% | +19.6% |
| 3M | +6.0% | +8.0% | -2.1% | +8.7% |
| 6M | +2.6% | +5.7% | -3.1% | +5.5% |
| YTD | -3.6% | +36.8% | -40.4% | -3.2% |
| 1Y | -1.0% | +30.7% | -31.7% | -0.5% |
| All | -1.0% | +30.8% | -31.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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