-20.1%
LOW vs COMP
+12.9%
-33.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | -7.0% | -13.3% | +6.3% | -4.4% |
| 3M | -0.9% | +41.1% | -42.0% | -8.1% |
| 6M | -20.1% | +17.2% | -37.3% | -23.7% |
| All | -20.1% | +12.9% | -33.0% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling