-7.8%
LOW vs SPG
+112.2%
-120.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.4% |
| 7D | +0.4% | 0.0% | +0.4% | +0.3% |
| 30D | -10.1% | -4.9% | -5.1% | -7.5% |
| 3M | -2.9% | +3.3% | -6.2% | -4.5% |
| 6M | -19.4% | +11.2% | -30.6% | -23.8% |
| YTD | -15.4% | +17.1% | -32.5% | -22.5% |
| 1Y | -24.9% | +21.6% | -46.5% | -32.7% |
| 3Y | -7.8% | +111.9% | -119.7% | -41.9% |
| All | -7.8% | +112.2% | -120.0% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling