+13.5%
LOW vs PL
+84.9%
-71.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.3% |
| 7D | -1.7% | -9.3% | +7.6% | -1.1% |
| 30D | -7.0% | -18.9% | +11.9% | -5.8% |
| 3M | -0.9% | -58.4% | +57.5% | +4.3% |
| 6M | -20.1% | -30.3% | +10.2% | -20.0% |
| YTD | -13.9% | -8.1% | -5.8% | -16.3% |
| 1Y | -21.1% | +180.5% | -201.6% | -32.1% |
| 3Y | -6.6% | +444.1% | -450.8% | -30.1% |
| 5Y | +9.4% | +83.0% | -73.7% | -16.1% |
| All | +13.5% | +84.9% | -71.3% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling