+303.3%
LOW vs CP
+255.2%
+48.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +8.7% | +2.8% | +5.9% | +7.1% |
| 30D | +25.5% | +11.0% | +14.4% | +18.4% |
| 3M | +6.6% | +3.8% | +2.8% | +4.4% |
| 6M | +2.4% | +9.5% | -7.0% | -2.8% |
| YTD | -1.7% | +28.2% | -29.9% | -15.0% |
| 1Y | +1.7% | +33.0% | -31.3% | -13.8% |
| 3Y | +26.6% | +35.5% | -9.0% | +3.8% |
| 5Y | +10.1% | +25.8% | -15.6% | -8.1% |
| 10Y | +303.3% | +250.7% | +52.6% | +90.0% |
| All | +303.3% | +255.2% | +48.1% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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