-1.4%
LOW vs NTRS
+43.5%
-44.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +7.0% |
| 7D | +15.6% | +3.6% | +12.1% | +15.0% |
| 30D | +28.6% | +4.3% | +24.3% | +27.7% |
| 3M | +5.8% | -1.9% | +7.8% | +5.8% |
| 6M | +3.8% | +11.4% | -7.6% | +0.9% |
| YTD | -2.8% | +32.3% | -35.1% | -10.9% |
| 1Y | -1.4% | +42.5% | -43.9% | -12.7% |
| All | -1.4% | +43.5% | -44.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling