-9.1%
LOW vs EXEL
+164.8%
-173.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -9.3% | +10.1% | -19.4% | -10.4% |
| 3M | -8.1% | +10.1% | -18.1% | -9.3% |
| 6M | -19.8% | +37.7% | -57.4% | -22.9% |
| YTD | -16.4% | +33.1% | -49.4% | -19.4% |
| 1Y | -24.7% | +52.4% | -77.0% | -28.6% |
| All | -9.1% | +164.8% | -173.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling