+176.1%
LOW vs SEI
+644.4%
-468.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.3% |
| 7D | -3.7% | +22.6% | -26.3% | -5.6% |
| 30D | -8.9% | +9.1% | -18.0% | -9.8% |
| 3M | -10.4% | -11.3% | +0.9% | -10.3% |
| 6M | -19.4% | +22.0% | -41.4% | -22.4% |
| YTD | -17.1% | +47.3% | -64.4% | -22.2% |
| 1Y | -26.3% | +124.8% | -151.0% | -34.5% |
| 3Y | -9.9% | +591.3% | -601.2% | -37.2% |
| 5Y | +6.1% | +1,008.2% | -1,002.1% | -35.7% |
| All | +176.1% | +644.4% | -468.4% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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