-9.1%
LOW vs UL
+21.6%
-30.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -0.6% | -3.2% | +2.6% | +0.8% |
| 30D | -9.3% | -0.6% | -8.7% | -9.0% |
| 3M | -8.1% | +9.4% | -17.5% | -11.4% |
| 6M | -19.8% | -4.1% | -15.6% | -19.1% |
| YTD | -16.4% | -2.0% | -14.4% | -16.2% |
| 1Y | -24.7% | -9.0% | -15.7% | -22.8% |
| All | -9.1% | +21.6% | -30.7% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling