+6.0%
LOW vs BUD
+44.8%
-38.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.6% | -3.2% | +0.6% | -1.5% |
| 30D | -11.1% | -3.7% | -7.5% | -10.0% |
| 3M | -8.5% | -4.4% | -4.1% | -7.2% |
| 6M | -20.8% | +7.7% | -28.6% | -23.0% |
| YTD | -17.2% | +23.1% | -40.3% | -22.9% |
| 1Y | -24.7% | +33.6% | -58.4% | -31.8% |
| 3Y | -9.7% | +44.7% | -54.5% | -22.1% |
| 5Y | +6.0% | +44.9% | -38.9% | -10.7% |
| All | +6.0% | +44.8% | -38.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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