+292.5%
LOW vs SPG
+114.5%
+178.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.1% | +3.1% | -3.0% | -1.0% |
| 30D | +21.3% | +16.4% | +4.9% | +15.1% |
| 3M | +6.0% | +7.1% | -1.1% | +3.6% |
| 6M | +2.6% | +16.1% | -13.5% | -2.5% |
| YTD | -3.6% | +30.4% | -34.1% | -12.1% |
| 1Y | -1.0% | +33.0% | -33.9% | -10.2% |
| 3Y | +24.2% | +134.6% | -110.5% | -7.3% |
| 5Y | +6.3% | +84.9% | -78.6% | -15.7% |
| All | +292.5% | +114.5% | +178.0% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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