+22.8%
LOW vs PL
+455.3%
-432.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -1.6% |
| 7D | +7.4% | -6.8% | +14.2% | +7.6% |
| 30D | +24.5% | -29.3% | +53.8% | +26.0% |
| 3M | +3.5% | -44.8% | +48.2% | +5.8% |
| 6M | -2.6% | -68.4% | +65.8% | +1.5% |
| YTD | -4.8% | -36.4% | +31.5% | -5.9% |
| 1Y | -0.8% | +0.7% | -1.5% | -5.5% |
| 3Y | +22.8% | +455.3% | -432.5% | -9.8% |
| All | +22.8% | +455.3% | -432.5% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling