+35.5%
LOW vs COMP
-49.2%
+84.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.3% | +2.6% |
| 7D | +6.4% | +14.5% | -8.1% | +4.4% |
| 30D | +25.6% | +14.9% | +10.7% | +23.0% |
| 3M | +4.6% | -14.2% | +18.8% | +6.3% |
| 6M | +2.5% | +23.7% | -21.2% | -1.2% |
| YTD | -1.6% | +2.1% | -3.7% | -4.0% |
| 1Y | +1.7% | +26.2% | -24.5% | -3.5% |
| 3Y | +29.4% | +470.9% | -441.5% | -2.7% |
| 5Y | +9.6% | -14.0% | +23.6% | -10.8% |
| All | +35.5% | -49.2% | +84.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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