+903.0%
LOW vs EXPE
+723.5%
+179.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +21.7% | -6.1% | +27.8% | +23.2% |
| 3M | +5.0% | -21.3% | +26.3% | +10.7% |
| 6M | +4.6% | +19.0% | -14.4% | -0.6% |
| YTD | -3.5% | -8.4% | +4.9% | -3.8% |
| 1Y | +0.5% | -2.8% | +3.3% | -1.4% |
| 3Y | +24.8% | +120.8% | -95.9% | -4.1% |
| 5Y | +6.5% | +46.2% | -39.7% | -13.4% |
| 10Y | +294.6% | +123.8% | +170.7% | +158.9% |
| All | +903.0% | +723.5% | +179.5% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling