+303.5%
LOW vs RF
+279.4%
+24.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +7.4% | -0.9% | +8.3% | +7.8% |
| 30D | +24.5% | +6.0% | +18.4% | +21.8% |
| 3M | +3.5% | -8.9% | +12.4% | +7.2% |
| 6M | -2.6% | +2.3% | -4.9% | -3.6% |
| YTD | -4.8% | +7.6% | -12.4% | -7.8% |
| 1Y | -0.8% | +21.2% | -22.0% | -8.2% |
| 3Y | +22.8% | +108.5% | -85.7% | -9.1% |
| 5Y | +5.3% | +43.2% | -37.9% | -12.9% |
| All | +303.5% | +279.4% | +24.1% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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