+2,383.6%
LOW vs EW
+8,331.5%
-5,947.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +1.4% | +4.9% | -3.5% | +0.3% |
| 30D | +21.7% | +23.9% | -2.2% | +16.1% |
| 3M | +5.0% | +15.8% | -10.7% | +1.6% |
| 6M | +4.6% | +31.7% | -27.1% | -1.8% |
| YTD | -3.5% | +25.7% | -29.2% | -8.7% |
| 1Y | +0.5% | +24.4% | -23.9% | -4.7% |
| 3Y | +24.8% | +65.9% | -41.1% | +7.6% |
| 5Y | +6.5% | -7.6% | +14.1% | +3.2% |
| 10Y | +294.6% | +253.2% | +41.4% | +188.4% |
| All | +2,383.6% | +8,331.5% | -5,947.9% | +1,095.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling