-10.0%
LOW vs INDA
+6.8%
-16.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.4% |
| 7D | -2.6% | -3.6% | +1.0% | -0.8% |
| 30D | -11.1% | -4.0% | -7.2% | -9.3% |
| 3M | -8.5% | +1.7% | -10.2% | -9.2% |
| 6M | -20.8% | -3.6% | -17.2% | -19.6% |
| YTD | -17.2% | -11.0% | -6.2% | -13.4% |
| 1Y | -24.7% | -9.5% | -15.2% | -21.9% |
| All | -10.0% | +6.8% | -16.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling