+9.6%
LOW vs IR
+51.1%
-41.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +1.3% |
| 7D | +6.4% | +5.0% | +1.4% | +4.0% |
| 30D | +25.6% | +10.3% | +15.3% | +19.8% |
| 3M | +4.6% | -0.1% | +4.7% | +4.2% |
| 6M | +2.5% | +14.8% | -12.2% | -4.5% |
| YTD | -1.6% | +9.7% | -11.4% | -7.0% |
| 1Y | +1.7% | +12.2% | -10.5% | -4.8% |
| 3Y | +29.4% | +30.0% | -0.6% | +7.6% |
| 5Y | +9.6% | +46.8% | -37.2% | -16.1% |
| All | +9.6% | +51.1% | -41.5% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling