+7.1%
LOW vs IT
-46.4%
+53.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.6% | -9.1% | +8.5% | +1.4% |
| 30D | -9.3% | -12.2% | +2.9% | -6.8% |
| 3M | -8.1% | +7.8% | -15.9% | -10.6% |
| 6M | -19.8% | +2.0% | -21.7% | -21.6% |
| YTD | -16.4% | -32.7% | +16.4% | -9.1% |
| 1Y | -24.7% | -31.1% | +6.4% | -19.3% |
| 3Y | -8.8% | -52.1% | +43.3% | +6.1% |
| All | +7.1% | -46.4% | +53.5% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling