-9.9%
LOW vs NRG
+203.5%
-213.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -3.7% | -4.7% | +0.9% | -3.3% |
| 30D | -8.9% | -6.0% | -2.9% | -8.4% |
| 3M | -10.4% | -8.0% | -2.5% | -10.4% |
| 6M | -19.4% | -23.2% | +3.8% | -18.0% |
| YTD | -17.1% | -28.1% | +10.9% | -15.2% |
| 1Y | -26.3% | -27.3% | +1.0% | -25.0% |
| 3Y | -9.9% | +208.7% | -218.5% | -35.7% |
| All | -9.9% | +203.5% | -213.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling