+18.9%
ADP vs LOW
-6.7%
+25.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.3% |
| 7D | -3.4% | -1.7% | -1.7% | -3.1% |
| 30D | +2.8% | -7.0% | +9.8% | +4.2% |
| 3M | +20.9% | -0.9% | +21.8% | +21.1% |
| 6M | +29.9% | -20.1% | +50.0% | +35.3% |
| YTD | +9.6% | -13.9% | +23.5% | +11.5% |
| 1Y | -5.3% | -21.1% | +15.9% | -1.7% |
| All | +18.9% | -6.7% | +25.6% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling