+7.1%
LOW vs OMC
+52.4%
-45.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +1.4% | +1.9% | -0.4% | +0.7% |
| 30D | +21.7% | +12.2% | +9.5% | +16.9% |
| 3M | +5.0% | +0.6% | +4.4% | +4.7% |
| 6M | +4.6% | +21.0% | -16.4% | -2.7% |
| YTD | -3.5% | +12.4% | -15.9% | -8.5% |
| 1Y | +0.5% | +25.4% | -24.9% | -9.3% |
| 3Y | +24.8% | +29.2% | -4.4% | +7.7% |
| All | +7.1% | +52.4% | -45.4% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling