+301.3%
LOW vs CPB
-40.1%
+341.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +1.0% | -4.1% | +5.1% | +2.0% |
| 30D | +25.6% | +16.9% | +8.7% | +21.2% |
| 3M | +5.3% | -0.6% | +5.9% | +5.2% |
| 6M | +3.7% | +11.4% | -7.6% | +0.9% |
| YTD | -1.9% | -14.8% | +13.0% | +1.0% |
| 1Y | +0.6% | -24.8% | +25.3% | +6.2% |
| 3Y | +26.4% | -36.6% | +63.0% | +37.0% |
| 5Y | +10.1% | -33.3% | +43.5% | +17.5% |
| 10Y | +301.3% | -40.4% | +341.6% | +300.2% |
| All | +301.3% | -40.1% | +341.4% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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