-19.8%
LOW vs SEI
+42.0%
-61.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -0.8% |
| 7D | -0.6% | +28.2% | -28.9% | +0.8% |
| 30D | -9.3% | +15.5% | -24.7% | -8.4% |
| 3M | -8.1% | -1.4% | -6.7% | -7.5% |
| 6M | -19.8% | +37.4% | -57.2% | -21.4% |
| All | -19.8% | +42.0% | -61.7% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling