+97.6%
AGG vs LOW
+982.3%
-884.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -0.2% | -0.6% | +0.5% | -0.2% |
| 30D | -0.2% | -9.3% | +9.0% | -0.1% |
| 3M | -0.7% | -8.1% | +7.4% | -0.6% |
| 6M | -1.8% | -19.8% | +18.0% | -1.6% |
| YTD | -0.6% | -16.4% | +15.8% | -0.4% |
| 1Y | +0.4% | -24.7% | +25.0% | +0.6% |
| 3Y | +13.2% | -8.8% | +22.0% | +13.2% |
| 5Y | -2.0% | +7.8% | -9.7% | -1.9% |
| 10Y | +15.1% | +233.8% | -218.8% | +16.4% |
| All | +97.6% | +982.3% | -884.7% | +106.3% |
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