+7.1%
LOW vs EFX
-30.1%
+37.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | +21.7% | +25.1% | -3.4% | +11.0% |
| 3M | +5.0% | +1.7% | +3.4% | +3.8% |
| 6M | +4.6% | +18.4% | -13.8% | -3.6% |
| YTD | -3.5% | -12.5% | +9.0% | -0.4% |
| 1Y | +0.5% | -8.1% | +8.6% | +1.5% |
| 3Y | +24.8% | +4.8% | +20.0% | +11.6% |
| All | +7.1% | -30.1% | +37.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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