+1,229.4%
LOW vs VRSK
+585.1%
+644.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -2.6% | -7.7% | +5.1% | +0.9% |
| 30D | -11.1% | -2.8% | -8.3% | -10.2% |
| 3M | -8.5% | -3.7% | -4.8% | -7.5% |
| 6M | -20.8% | -12.8% | -8.1% | -17.2% |
| YTD | -17.2% | -21.0% | +3.8% | -10.1% |
| 1Y | -24.7% | -32.5% | +7.7% | -12.0% |
| 3Y | -9.7% | -26.5% | +16.8% | -2.0% |
| 5Y | +6.0% | -11.5% | +17.5% | +2.4% |
| 10Y | +230.5% | +125.7% | +104.8% | +107.2% |
| All | +1,229.4% | +585.1% | +644.3% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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