+1.7%
LOW vs COMP
+16.2%
-14.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +1.3% |
| 7D | +8.7% | +7.2% | +1.5% | +7.0% |
| 30D | +25.5% | +6.4% | +19.1% | +23.5% |
| 3M | +6.6% | -19.4% | +26.0% | +9.8% |
| 6M | +2.4% | +14.6% | -12.1% | -1.0% |
| YTD | -1.7% | -5.5% | +3.7% | -4.8% |
| 1Y | +1.7% | +13.7% | -12.0% | -2.0% |
| All | +1.7% | +16.2% | -14.5% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling