+6.3%
LOW vs EXEL
+289.1%
-282.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | +21.3% | +17.4% | +3.9% | +18.4% |
| 3M | +6.0% | +38.6% | -32.6% | +0.9% |
| 6M | +2.6% | +41.2% | -38.6% | -2.7% |
| YTD | -3.6% | +59.3% | -63.0% | -10.3% |
| 1Y | -1.0% | +60.2% | -61.2% | -8.0% |
| 3Y | +24.2% | +232.6% | -208.4% | +1.2% |
| 5Y | +6.3% | +285.9% | -279.5% | -17.1% |
| All | +6.3% | +289.1% | -282.8% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling