+227.5%
LOW vs OMC
+34.2%
+193.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.7% | -4.4% | +0.6% | -2.1% |
| 30D | -8.9% | -7.6% | -1.3% | -6.2% |
| 3M | -10.4% | +4.5% | -14.9% | -12.3% |
| 6M | -19.4% | -0.3% | -19.1% | -19.8% |
| YTD | -17.1% | -0.1% | -17.0% | -18.5% |
| 1Y | -26.3% | +4.6% | -30.9% | -29.3% |
| 3Y | -9.9% | +10.5% | -20.4% | -17.1% |
| 5Y | +6.1% | +31.7% | -25.6% | -11.3% |
| All | +227.5% | +34.2% | +193.3% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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