+35,474.9%
LOW vs NOC
+16,458.4%
+19,016.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.0% |
| 7D | -1.7% | -5.2% | +3.4% | -0.2% |
| 30D | -7.0% | -7.2% | +0.2% | -5.1% |
| 3M | -0.9% | -5.1% | +4.2% | +0.4% |
| 6M | -20.1% | -31.1% | +11.0% | -11.5% |
| YTD | -13.9% | -8.6% | -5.3% | -12.5% |
| 1Y | -21.1% | -9.7% | -11.4% | -19.7% |
| 3Y | -6.6% | +24.3% | -30.9% | -15.3% |
| 5Y | +9.4% | +52.6% | -43.3% | -8.9% |
| 10Y | +220.5% | +183.6% | +36.9% | +119.5% |
| All | +35,474.9% | +16,458.4% | +19,016.5% | +10,620.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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