+29.4%
B vs LOW
-0.5%
+29.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.5% | +0.8% | +5.8% |
| 7D | +1.1% | +15.6% | -14.5% | -3.2% |
| 30D | +0.3% | +28.6% | -28.3% | -7.3% |
| 3M | +5.4% | +5.8% | -0.4% | +3.1% |
| 6M | +5.5% | +3.8% | +1.7% | +4.3% |
| YTD | -6.3% | -2.8% | -3.5% | -4.4% |
| 1Y | +29.4% | -1.4% | +30.8% | +33.2% |
| All | +29.4% | -0.5% | +29.8% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling