-9.9%
LOW vs EQX
+168.9%
-178.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -3.7% | -3.2% | -0.5% | -3.6% |
| 30D | -8.9% | +7.8% | -16.6% | -9.2% |
| 3M | -10.4% | +21.3% | -31.7% | -11.3% |
| 6M | -19.4% | -22.4% | +3.0% | -19.0% |
| YTD | -17.1% | -11.3% | -5.8% | -17.0% |
| 1Y | -26.3% | +13.5% | -39.8% | -26.8% |
| 3Y | -9.9% | +162.1% | -172.0% | -15.6% |
| All | -9.9% | +168.9% | -178.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling