+186.8%
LOW vs IR
+288.5%
-101.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | -1.7% | -2.8% | +1.1% | -0.6% |
| 30D | -7.0% | -15.1% | +8.1% | -0.9% |
| 3M | -0.9% | +6.1% | -6.9% | -3.4% |
| 6M | -20.1% | -16.8% | -3.3% | -14.5% |
| YTD | -13.9% | -3.5% | -10.4% | -13.3% |
| 1Y | -21.1% | -3.5% | -17.6% | -20.8% |
| 3Y | -6.6% | +9.5% | -16.1% | -12.7% |
| 5Y | +9.4% | +45.1% | -35.7% | -9.6% |
| All | +186.8% | +288.5% | -101.8% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling