+26.6%
LOW vs BP
+47.4%
-20.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.7% | -6.3% | +15.0% | +8.5% |
| 30D | +25.5% | -3.6% | +29.1% | +25.2% |
| 3M | +6.6% | +5.2% | +1.4% | +6.4% |
| 6M | +2.4% | +5.3% | -2.9% | +2.3% |
| YTD | -1.7% | +33.1% | -34.9% | -6.4% |
| 1Y | +1.7% | +26.3% | -24.6% | -2.3% |
| 3Y | +26.6% | +47.5% | -20.9% | +17.3% |
| All | +26.6% | +47.4% | -20.8% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling