+227.5%
LOW vs IT
+103.1%
+124.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.1% | -1.6% |
| 7D | -3.7% | -3.7% | -0.1% | -2.7% |
| 30D | -8.9% | +0.1% | -8.9% | -9.2% |
| 3M | -10.4% | +20.7% | -31.1% | -17.5% |
| 6M | -19.4% | +12.0% | -31.4% | -25.0% |
| YTD | -17.1% | -28.8% | +11.7% | -10.2% |
| 1Y | -26.3% | -25.5% | -0.7% | -22.2% |
| 3Y | -9.9% | -48.8% | +38.9% | +5.4% |
| 5Y | +6.1% | -42.7% | +48.9% | +15.0% |
| All | +227.5% | +103.1% | +124.4% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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