+40,454.4%
LOW vs EXC
+2,464.5%
+37,989.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.0% | -1.4% | +2.3% | +1.5% |
| 30D | +25.6% | +8.3% | +17.3% | +22.1% |
| 3M | +5.3% | +2.6% | +2.7% | +4.4% |
| 6M | +3.7% | +5.2% | -1.4% | +1.9% |
| YTD | -1.9% | +7.5% | -9.4% | -4.7% |
| 1Y | +0.6% | +3.2% | -2.6% | -1.0% |
| 3Y | +26.4% | +29.5% | -3.1% | +13.1% |
| 5Y | +10.1% | +39.7% | -29.5% | -5.0% |
| 10Y | +301.3% | +200.1% | +101.2% | +163.1% |
| All | +40,454.4% | +2,464.5% | +37,989.9% | +12,798.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling