+29.6%
LOW vs PL
+45.6%
-16.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +8.7% | +5.6% | +3.0% | +8.2% |
| 30D | +25.5% | -16.9% | +42.4% | +26.6% |
| 3M | +6.6% | -38.2% | +44.8% | +9.5% |
| 6M | +2.4% | -63.4% | +65.9% | +8.0% |
| YTD | -1.7% | -27.6% | +25.9% | -3.3% |
| 1Y | +1.7% | +6.6% | -4.9% | -3.9% |
| 3Y | +26.6% | +557.6% | -531.0% | -8.2% |
| 5Y | +10.1% | +39.5% | -29.3% | -13.0% |
| All | +29.6% | +45.6% | -16.0% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling