+35,474.9%
LOW vs UL
+2,661.1%
+32,813.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | -7.0% | +0.5% | -7.5% | -7.2% |
| 3M | -0.9% | +17.6% | -18.5% | -7.4% |
| 6M | -20.1% | -5.4% | -14.7% | -18.4% |
| YTD | -13.9% | +0.7% | -14.6% | -14.4% |
| 1Y | -21.1% | -9.3% | -11.9% | -18.3% |
| 3Y | -6.6% | +24.5% | -31.2% | -15.9% |
| 5Y | +9.4% | +23.2% | -13.9% | -2.7% |
| 10Y | +220.5% | +64.5% | +156.0% | +149.5% |
| All | +35,474.9% | +2,661.1% | +32,813.8% | +7,448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling