+227.5%
LOW vs NTRS
+259.9%
-32.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.7% | +1.4% | -5.1% | -4.3% |
| 30D | -8.9% | -0.7% | -8.2% | -8.7% |
| 3M | -10.4% | +11.3% | -21.7% | -15.0% |
| 6M | -19.4% | +35.5% | -54.9% | -30.3% |
| YTD | -17.1% | +40.6% | -57.7% | -30.0% |
| 1Y | -26.3% | +49.2% | -75.5% | -39.6% |
| 3Y | -9.9% | +167.2% | -177.1% | -45.4% |
| 5Y | +6.1% | +94.9% | -88.8% | -27.4% |
| All | +227.5% | +259.9% | -32.4% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling