+10.1%
LOW vs COMP
-14.2%
+24.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.5% |
| 7D | +1.0% | +2.2% | -1.2% | +0.5% |
| 30D | +25.6% | +16.3% | +9.3% | +22.7% |
| 3M | +5.3% | -19.1% | +24.5% | +7.9% |
| 6M | +3.7% | +17.1% | -13.4% | +0.6% |
| YTD | -1.9% | -2.9% | +1.1% | -3.7% |
| 1Y | +0.6% | +8.8% | -8.2% | -2.9% |
| 3Y | +26.4% | +423.5% | -397.0% | -5.4% |
| 5Y | +10.1% | -10.5% | +20.6% | -7.9% |
| All | +10.1% | -14.2% | +24.4% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling