+10,816.5%
ADP vs LOW
+35,323.5%
-24,507.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.4% |
| 7D | -3.4% | -1.7% | -1.7% | -3.0% |
| 30D | +2.8% | -7.0% | +9.8% | +4.8% |
| 3M | +20.9% | -0.9% | +21.8% | +21.0% |
| 6M | +29.9% | -20.1% | +50.0% | +37.1% |
| YTD | +9.6% | -13.9% | +23.5% | +13.1% |
| 1Y | -5.3% | -21.1% | +15.9% | 0.0% |
| 3Y | +16.5% | -6.6% | +23.1% | +16.0% |
| 5Y | +49.4% | +9.4% | +40.0% | +41.3% |
| 10Y | +282.2% | +220.5% | +61.7% | +165.8% |
| All | +10,816.5% | +35,323.5% | -24,507.0% | +2,585.6% |
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 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