+860.3%
LOW vs INDA
+111.6%
+748.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.0% |
| 7D | +0.4% | -1.0% | +1.4% | +0.9% |
| 30D | -10.1% | -2.5% | -7.6% | -9.0% |
| 3M | -2.9% | +4.0% | -6.8% | -4.6% |
| 6M | -19.4% | -1.8% | -17.6% | -18.6% |
| YTD | -15.4% | -9.2% | -6.3% | -11.5% |
| 1Y | -24.9% | -7.2% | -17.8% | -22.3% |
| 3Y | -7.8% | +9.8% | -17.6% | -12.6% |
| 5Y | +8.4% | +7.5% | +0.9% | +3.5% |
| 10Y | +226.8% | +80.8% | +146.0% | +140.8% |
| All | +860.3% | +111.6% | +748.7% | +556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling