+6.0%
LOW vs UL
+18.7%
-12.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -2.6% | -4.1% | +1.4% | -1.1% |
| 30D | -11.1% | -1.2% | -10.0% | -10.7% |
| 3M | -8.5% | +6.0% | -14.5% | -10.5% |
| 6M | -20.8% | -5.5% | -15.4% | -19.6% |
| YTD | -17.2% | -3.3% | -13.9% | -16.5% |
| 1Y | -24.7% | -9.8% | -14.9% | -22.4% |
| 3Y | -9.7% | +20.1% | -29.9% | -15.7% |
| 5Y | +6.0% | +19.2% | -13.2% | -4.5% |
| All | +6.0% | +18.7% | -12.7% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling