+12,023.7%
ADP vs LOW
+40,281.8%
-28,258.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | +1.0% | 0.0% | +0.6% |
| 30D | +11.9% | +25.6% | -13.7% | +5.0% |
| 3M | +13.7% | +5.3% | +8.4% | +12.0% |
| 6M | +46.8% | +3.7% | +43.0% | +44.7% |
| YTD | +21.8% | -1.9% | +23.6% | +21.0% |
| 1Y | +23.5% | +0.6% | +23.0% | +21.9% |
| 3Y | +44.1% | +26.4% | +17.6% | +31.9% |
| 5Y | +49.9% | +10.1% | +39.7% | +41.3% |
| 10Y | +318.8% | +301.3% | +17.5% | +174.5% |
| All | +12,023.7% | +40,281.8% | -28,258.1% | +2,774.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling