+227.5%
LOW vs TROW
+130.0%
+97.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -3.7% | -3.2% | -0.6% | -2.1% |
| 30D | -8.9% | -4.6% | -4.3% | -6.6% |
| 3M | -10.4% | -0.7% | -9.8% | -10.4% |
| 6M | -19.4% | +22.2% | -41.6% | -27.6% |
| YTD | -17.1% | +6.6% | -23.7% | -20.6% |
| 1Y | -26.3% | +5.8% | -32.1% | -29.3% |
| 3Y | -9.9% | +11.6% | -21.5% | -17.9% |
| 5Y | +6.1% | -38.9% | +45.0% | +28.9% |
| All | +227.5% | +130.0% | +97.5% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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