+794.8%
LOW vs EXPE
+851.4%
-56.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.7% |
| 7D | -1.7% | -9.5% | +7.8% | +0.7% |
| 30D | -7.0% | -6.6% | -0.4% | -5.6% |
| 3M | -0.9% | +31.4% | -32.3% | -7.5% |
| 6M | -20.1% | +35.2% | -55.3% | -26.5% |
| YTD | -13.9% | +5.8% | -19.7% | -16.7% |
| 1Y | -21.1% | +38.7% | -59.8% | -29.2% |
| 3Y | -6.6% | +175.8% | -182.4% | -32.2% |
| 5Y | +9.4% | +111.8% | -102.5% | -19.1% |
| 10Y | +220.5% | +179.7% | +40.8% | +99.8% |
| All | +794.8% | +851.4% | -56.6% | +192.0% |
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