+8.4%
LOW vs EXC
+48.6%
-40.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +0.4% | +1.2% | -0.9% | 0.0% |
| 30D | -10.1% | -2.7% | -7.4% | -9.3% |
| 3M | -2.9% | -1.0% | -1.9% | -2.5% |
| 6M | -19.4% | -9.3% | -10.1% | -17.0% |
| YTD | -15.4% | +3.6% | -19.1% | -16.7% |
| 1Y | -24.9% | +5.9% | -30.9% | -26.8% |
| 3Y | -7.8% | +21.3% | -29.1% | -15.6% |
| 5Y | +8.4% | +46.2% | -37.8% | -6.3% |
| All | +8.4% | +48.6% | -40.3% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling