+772.8%
LOW vs BR
+1,281.7%
-508.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -0.6% | -5.0% | +4.4% | +2.0% |
| 30D | -9.3% | -2.5% | -6.8% | -8.2% |
| 3M | -8.1% | +13.5% | -21.6% | -14.3% |
| 6M | -19.8% | -9.4% | -10.3% | -16.7% |
| YTD | -16.4% | -23.3% | +6.9% | -6.0% |
| 1Y | -24.7% | -31.6% | +6.9% | -10.1% |
| 3Y | -8.8% | -5.1% | -3.8% | -9.7% |
| 5Y | +7.8% | +8.2% | -0.4% | -2.1% |
| 10Y | +233.8% | +189.8% | +44.0% | +77.3% |
| All | +772.8% | +1,281.7% | -508.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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