-26.3%
LOW vs BP
+40.7%
-67.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | +5.2% | -9.0% | -2.3% |
| 30D | -8.9% | +8.7% | -17.6% | -6.6% |
| 3M | -10.4% | +9.3% | -19.8% | -7.6% |
| 6M | -19.4% | +13.6% | -33.0% | -17.4% |
| YTD | -17.1% | +37.7% | -54.8% | -16.0% |
| 1Y | -26.3% | +40.6% | -66.9% | -25.2% |
| All | -26.3% | +40.7% | -67.0% | -25.2% |
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