+26.6%
LOW vs EW
+59.8%
-33.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +8.7% | +9.3% | -0.6% | +7.2% |
| 30D | +25.5% | +22.1% | +3.4% | +21.9% |
| 3M | +6.6% | +13.0% | -6.4% | +4.6% |
| 6M | +2.4% | +30.1% | -27.6% | -1.3% |
| YTD | -1.7% | +22.0% | -23.7% | -4.6% |
| 1Y | +1.7% | +23.7% | -22.0% | -1.5% |
| 3Y | +26.6% | +62.0% | -35.4% | +3.8% |
| All | +26.6% | +59.8% | -33.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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