+303.3%
LOW vs EXC
+183.9%
+119.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +8.7% | +0.1% | +8.6% | +8.7% |
| 30D | +25.5% | +9.0% | +16.4% | +20.5% |
| 3M | +6.6% | +3.3% | +3.3% | +5.0% |
| 6M | +2.4% | +5.7% | -3.2% | -0.2% |
| YTD | -1.7% | +7.3% | -9.1% | -5.5% |
| 1Y | +1.7% | +2.9% | -1.2% | -0.4% |
| 3Y | +26.6% | +29.3% | -2.7% | +8.5% |
| 5Y | +10.1% | +40.1% | -29.9% | -11.4% |
| 10Y | +303.3% | +197.7% | +105.6% | +165.6% |
| All | +303.3% | +183.9% | +119.4% | +165.6% |
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