+5.2%
LOW vs OMC
+30.5%
-25.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.7% | -4.4% | +0.6% | -2.3% |
| 30D | -8.9% | -7.6% | -1.3% | -6.5% |
| 3M | -10.4% | +4.5% | -14.9% | -12.1% |
| 6M | -19.4% | -0.3% | -19.1% | -19.7% |
| YTD | -17.1% | -0.1% | -17.0% | -18.1% |
| 1Y | -26.3% | +4.6% | -30.9% | -28.9% |
| 3Y | -9.9% | +10.5% | -20.4% | -17.2% |
| All | +5.2% | +30.5% | -25.2% | -10.7% |
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