+9.0%
LOW vs BP
+137.4%
-128.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.0% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | -10.1% | +9.1% | -19.2% | -10.8% |
| 3M | -2.9% | +3.9% | -6.8% | -3.2% |
| 6M | -19.4% | +13.6% | -33.0% | -21.1% |
| YTD | -15.4% | +34.0% | -49.5% | -19.6% |
| 1Y | -24.9% | +39.2% | -64.1% | -29.2% |
| 3Y | -7.8% | +36.4% | -44.2% | -13.7% |
| All | +9.0% | +137.4% | -128.4% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling