+138.3%
ADI vs LOW
+5.4%
+132.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.8% |
| 7D | +4.6% | -3.7% | +8.3% | +6.6% |
| 30D | -1.2% | -8.9% | +7.7% | +3.6% |
| 3M | -7.8% | -10.4% | +2.6% | -3.1% |
| 6M | +19.3% | -19.4% | +38.7% | +32.5% |
| YTD | +40.9% | -17.1% | +58.0% | +52.9% |
| 1Y | +54.5% | -26.3% | +80.8% | +79.0% |
| 3Y | +123.4% | -9.9% | +133.3% | +126.3% |
| All | +138.3% | +5.4% | +132.9% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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