+10,119.2%
LOW vs IT
+5,645.5%
+4,473.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | 0.0% |
| 7D | +0.4% | -9.1% | +9.5% | +2.5% |
| 30D | -10.1% | -7.0% | -3.1% | -8.8% |
| 3M | -2.9% | +7.6% | -10.5% | -5.8% |
| 6M | -19.4% | +2.1% | -21.5% | -21.6% |
| YTD | -15.4% | -31.6% | +16.1% | -10.5% |
| 1Y | -24.9% | -29.9% | +5.0% | -21.4% |
| 3Y | -7.8% | -51.3% | +43.4% | +3.1% |
| 5Y | +8.4% | -44.8% | +53.2% | +16.7% |
| 10Y | +226.8% | +91.4% | +135.4% | +159.9% |
| All | +10,119.2% | +5,645.5% | +4,473.7% | +3,619.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling