+233.8%
LOW vs EXC
+152.4%
+81.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.6% | +0.3% | -1.0% | -0.8% |
| 30D | -9.3% | -0.9% | -8.4% | -8.9% |
| 3M | -8.1% | -2.7% | -5.4% | -7.0% |
| 6M | -19.8% | -9.4% | -10.4% | -16.3% |
| YTD | -16.4% | +3.0% | -19.4% | -18.0% |
| 1Y | -24.7% | +5.1% | -29.8% | -27.1% |
| 3Y | -8.8% | +20.6% | -29.4% | -19.0% |
| 5Y | +7.8% | +45.7% | -37.9% | -14.9% |
| 10Y | +233.8% | +160.8% | +73.0% | +130.9% |
| All | +233.8% | +152.4% | +81.5% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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