+233.8%
LOW vs CLF
+116.4%
+117.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -0.6% | -2.7% | +2.0% | -0.2% |
| 30D | -9.3% | -3.2% | -6.1% | -9.0% |
| 3M | -8.1% | -5.0% | -3.1% | -8.1% |
| 6M | -19.8% | +26.6% | -46.4% | -23.8% |
| YTD | -16.4% | -9.0% | -7.4% | -17.1% |
| 1Y | -24.7% | +11.8% | -36.5% | -29.0% |
| 3Y | -8.8% | -15.1% | +6.3% | -14.4% |
| 5Y | +7.8% | -48.2% | +56.0% | +5.4% |
| 10Y | +233.8% | +127.6% | +106.3% | +118.5% |
| All | +233.8% | +116.4% | +117.4% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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