+6,649.8%
LOW vs EME
+61,154.1%
-54,504.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -0.6% | +2.7% | -3.3% | -1.4% |
| 30D | -9.3% | -6.8% | -2.5% | -7.6% |
| 3M | -8.1% | -8.8% | +0.8% | -7.1% |
| 6M | -19.8% | +5.0% | -24.7% | -22.5% |
| YTD | -16.4% | +23.5% | -39.9% | -23.4% |
| 1Y | -24.7% | +21.3% | -46.0% | -31.7% |
| 3Y | -8.8% | +241.1% | -249.9% | -42.3% |
| 5Y | +7.8% | +549.2% | -541.4% | -44.8% |
| 10Y | +233.8% | +1,306.4% | -1,072.6% | +31.8% |
| All | +6,649.8% | +61,154.1% | -54,504.3% | +1,527.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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