+35,474.9%
LOW vs BP
+1,327.5%
+34,147.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | -1.7% | +3.9% | -5.7% | -2.9% |
| 30D | -7.0% | +7.6% | -14.7% | -9.2% |
| 3M | -0.9% | +0.7% | -1.6% | -1.9% |
| 6M | -20.1% | +15.5% | -35.6% | -24.8% |
| YTD | -13.9% | +30.8% | -44.7% | -22.3% |
| 1Y | -21.1% | +34.3% | -55.4% | -29.7% |
| 3Y | -6.6% | +35.1% | -41.7% | -18.3% |
| 5Y | +9.4% | +126.8% | -117.5% | -21.7% |
| 10Y | +220.5% | +123.4% | +97.1% | +119.0% |
| All | +35,474.9% | +1,327.5% | +34,147.4% | +14,846.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling