+7.8%
LOW vs EXEL
+194.6%
-186.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -9.3% | +10.1% | -19.4% | -10.6% |
| 3M | -8.1% | +10.1% | -18.1% | -9.4% |
| 6M | -19.8% | +37.7% | -57.4% | -23.4% |
| YTD | -16.4% | +33.1% | -49.4% | -19.9% |
| 1Y | -24.7% | +52.4% | -77.0% | -29.4% |
| 3Y | -8.8% | +163.8% | -172.6% | -22.3% |
| 5Y | +7.8% | +198.5% | -190.7% | -14.1% |
| All | +7.8% | +194.6% | -186.8% | -14.1% |
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