+32.9%
LOW vs COMP
-52.0%
+84.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +21.7% | +16.6% | +5.1% | +19.0% |
| 3M | +5.0% | -23.5% | +28.5% | +8.3% |
| 6M | +4.6% | +25.7% | -21.1% | +0.6% |
| YTD | -3.5% | -3.4% | -0.1% | -5.1% |
| 1Y | +0.5% | +7.6% | -7.0% | -2.6% |
| 3Y | +24.8% | +423.6% | -398.8% | -5.2% |
| 5Y | +6.5% | -10.6% | +17.0% | -13.0% |
| All | +32.9% | -52.0% | +84.9% | +10.2% |
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