+8.4%
LOW vs EXPE
+89.5%
-81.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.9% | +6.1% | -0.2% |
| 7D | +0.4% | -9.8% | +10.1% | +2.4% |
| 30D | -10.1% | -11.5% | +1.4% | -8.0% |
| 3M | -2.9% | +21.7% | -24.6% | -6.7% |
| 6M | -19.4% | +10.4% | -29.8% | -21.4% |
| YTD | -15.4% | -2.5% | -12.9% | -16.2% |
| 1Y | -24.9% | +27.3% | -52.3% | -30.1% |
| 3Y | -7.8% | +153.5% | -161.3% | -28.1% |
| 5Y | +8.4% | +91.1% | -82.7% | -13.1% |
| All | +8.4% | +89.5% | -81.1% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling