+227.1%
LOW vs EXPE
+165.2%
+62.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -2.6% | -8.7% | +6.0% | -0.6% |
| 30D | -11.1% | -13.6% | +2.5% | -8.1% |
| 3M | -8.5% | +26.6% | -35.2% | -13.8% |
| 6M | -20.8% | +19.9% | -40.8% | -24.8% |
| YTD | -17.2% | -1.7% | -15.5% | -18.4% |
| 1Y | -24.7% | +29.4% | -54.2% | -31.3% |
| 3Y | -9.7% | +155.7% | -165.4% | -33.5% |
| 5Y | +6.0% | +93.1% | -87.1% | -20.5% |
| All | +227.1% | +165.2% | +62.0% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling