-1.4%
LOW vs PL
-0.6%
-0.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.4% | +13.9% | +7.3% |
| 7D | +15.6% | -11.7% | +27.3% | +15.3% |
| 30D | +28.6% | -27.1% | +55.7% | +27.9% |
| 3M | +5.8% | -44.6% | +50.4% | +4.7% |
| 6M | +3.8% | -67.2% | +71.0% | +2.3% |
| YTD | -2.8% | -35.9% | +33.1% | -3.7% |
| 1Y | -1.4% | -0.4% | -1.0% | -3.0% |
| All | -1.4% | -0.6% | -0.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling