+8.4%
LOW vs GEN
+22.3%
-13.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -10.1% | +2.6% | -12.7% | -10.8% |
| 3M | -2.9% | +15.8% | -18.6% | -6.7% |
| 6M | -19.4% | +33.1% | -52.5% | -25.9% |
| YTD | -15.4% | +11.3% | -26.7% | -18.3% |
| 1Y | -24.9% | +1.7% | -26.6% | -25.5% |
| 3Y | -7.8% | +58.1% | -66.0% | -20.7% |
| 5Y | +8.4% | +20.6% | -12.2% | -2.5% |
| All | +8.4% | +22.3% | -13.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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