+226.8%
LOW vs P
+712.4%
-485.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | +0.4% | +7.8% | -7.5% | -1.0% |
| 30D | -10.1% | +12.3% | -22.4% | -12.5% |
| 3M | -2.9% | +37.1% | -40.0% | -9.7% |
| 6M | -19.4% | +66.1% | -85.5% | -28.9% |
| YTD | -15.4% | +50.9% | -66.4% | -24.7% |
| 1Y | -24.9% | +27.2% | -52.2% | -32.3% |
| 3Y | -7.8% | +158.7% | -166.5% | -35.7% |
| 5Y | +8.4% | +291.1% | -282.7% | -35.5% |
| 10Y | +226.8% | +715.0% | -488.2% | +55.1% |
| All | +226.8% | +712.4% | -485.6% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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