+18.6%
LOW vs COMP
-47.7%
+66.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -7.0% | -13.3% | +6.3% | -5.4% |
| 3M | -0.9% | +41.1% | -42.0% | -5.5% |
| 6M | -20.1% | +17.2% | -37.3% | -22.7% |
| YTD | -13.9% | +5.2% | -19.1% | -16.0% |
| 1Y | -21.1% | +18.9% | -40.1% | -24.6% |
| 3Y | -6.6% | +215.9% | -222.5% | -24.8% |
| 5Y | +9.4% | -31.2% | +40.5% | -10.3% |
| All | +18.6% | -47.7% | +66.2% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling