+227.5%
LOW vs EMR
+284.0%
-56.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.2% |
| 7D | -3.7% | -0.4% | -3.3% | -3.5% |
| 30D | -8.9% | -6.8% | -2.1% | -5.7% |
| 3M | -10.4% | +7.5% | -17.9% | -14.0% |
| 6M | -19.4% | +9.9% | -29.3% | -23.8% |
| YTD | -17.1% | +16.0% | -33.1% | -24.4% |
| 1Y | -26.3% | +12.4% | -38.7% | -32.0% |
| 3Y | -9.9% | +60.2% | -70.1% | -33.2% |
| 5Y | +6.1% | +67.9% | -61.7% | -24.5% |
| All | +227.5% | +284.0% | -56.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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