+146.5%
LOW vs EQX
+232.0%
-85.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -3.7% | -3.2% | -0.5% | -3.5% |
| 30D | -8.9% | +7.8% | -16.6% | -9.4% |
| 3M | -10.4% | +21.3% | -31.7% | -11.7% |
| 6M | -19.4% | -22.4% | +3.0% | -18.5% |
| YTD | -17.1% | -11.3% | -5.8% | -17.2% |
| 1Y | -26.3% | +13.5% | -39.8% | -27.7% |
| 3Y | -9.9% | +162.1% | -172.0% | -18.3% |
| 5Y | +6.1% | +84.2% | -78.1% | -5.5% |
| All | +146.5% | +232.0% | -85.5% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling