+178.5%
LOW vs IR
+274.4%
-95.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.3% |
| 7D | -0.6% | -1.9% | +1.3% | +0.1% |
| 30D | -9.3% | -15.0% | +5.8% | -3.3% |
| 3M | -8.1% | -0.4% | -7.6% | -8.1% |
| 6M | -19.8% | -15.0% | -4.7% | -14.8% |
| YTD | -16.4% | -7.1% | -9.3% | -14.5% |
| 1Y | -24.7% | -7.5% | -17.1% | -23.1% |
| 3Y | -8.8% | +6.3% | -15.1% | -13.7% |
| 5Y | +7.8% | +37.3% | -29.6% | -8.9% |
| All | +178.5% | +274.4% | -95.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling