+1,387.6%
LOW vs NDAQ
+2,627.5%
-1,239.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.4% | +1.3% | +0.2% | +1.0% |
| 30D | +21.7% | +18.0% | +3.7% | +16.0% |
| 3M | +5.0% | +11.5% | -6.5% | +1.6% |
| 6M | +4.6% | +21.1% | -16.5% | -1.5% |
| YTD | -3.5% | +12.8% | -16.3% | -7.9% |
| 1Y | +0.5% | +25.7% | -25.2% | -7.1% |
| 3Y | +24.8% | +116.8% | -92.0% | -2.7% |
| 5Y | +6.5% | +67.3% | -60.8% | -11.1% |
| 10Y | +294.6% | +473.3% | -178.8% | +135.1% |
| All | +1,387.6% | +2,627.5% | -1,239.9% | +563.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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