+227.5%
LOW vs EMB
+30.3%
+197.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -1.2% | -2.5% | -2.1% |
| 30D | -8.9% | -1.3% | -7.6% | -7.2% |
| 3M | -10.4% | -1.8% | -8.6% | -8.0% |
| 6M | -19.4% | +0.2% | -19.6% | -19.3% |
| YTD | -17.1% | +0.4% | -17.5% | -17.2% |
| 1Y | -26.3% | +2.8% | -29.1% | -28.7% |
| 3Y | -9.9% | +29.1% | -39.0% | -35.9% |
| 5Y | +6.1% | +6.3% | -0.1% | +0.5% |
| All | +227.5% | +30.3% | +197.2% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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