+227.5%
LOW vs VIAV
+419.4%
-191.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.6% |
| 7D | -3.7% | +11.2% | -14.9% | -6.0% |
| 30D | -8.9% | -10.1% | +1.2% | -7.4% |
| 3M | -10.4% | -22.9% | +12.5% | -7.6% |
| 6M | -19.4% | +28.8% | -48.2% | -29.1% |
| YTD | -17.1% | +117.5% | -134.6% | -39.1% |
| 1Y | -26.3% | +216.1% | -242.3% | -52.6% |
| 3Y | -9.9% | +292.2% | -302.1% | -48.7% |
| 5Y | +6.1% | +141.0% | -134.9% | -29.5% |
| All | +227.5% | +419.4% | -191.9% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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