+227.5%
LOW vs UL
+66.7%
+160.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -3.7% | -3.4% | -0.3% | -2.2% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | -10.4% | +7.2% | -17.6% | -13.2% |
| 6M | -19.4% | -3.1% | -16.3% | -18.5% |
| YTD | -17.1% | -2.7% | -14.4% | -16.4% |
| 1Y | -26.3% | -10.2% | -16.0% | -23.2% |
| 3Y | -9.9% | +20.3% | -30.1% | -18.2% |
| 5Y | +6.1% | +19.9% | -13.8% | -5.3% |
| All | +227.5% | +66.7% | +160.8% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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