+303.3%
LOW vs CAPR
-68.2%
+371.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.9% | +9.9% | 0.0% |
| 7D | +8.7% | +7.6% | +1.0% | +8.5% |
| 30D | +25.5% | +13.3% | +12.2% | +25.1% |
| 3M | +6.6% | +130.4% | -123.8% | +4.9% |
| 6M | +2.4% | -70.8% | +73.2% | +3.1% |
| YTD | -1.7% | -69.3% | +67.5% | -1.3% |
| 1Y | +1.7% | +59.5% | -57.8% | -3.9% |
| 3Y | +26.6% | +216.8% | -190.2% | +14.8% |
| 5Y | +10.1% | +152.7% | -142.6% | -0.9% |
| 10Y | +303.3% | -68.2% | +371.5% | +244.5% |
| All | +303.3% | -68.2% | +371.5% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling