+202.9%
B vs LOW
-5.7%
+208.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | -1.6% | -1.7% | +0.1% | -1.2% |
| 30D | +9.4% | -7.0% | +16.5% | +11.1% |
| 3M | +5.0% | -0.9% | +5.9% | +5.2% |
| 6M | -3.5% | -20.1% | +16.5% | +0.4% |
| YTD | +4.5% | -13.9% | +18.4% | +7.4% |
| 1Y | +67.8% | -21.1% | +88.9% | +75.2% |
| All | +202.9% | -5.7% | +208.6% | +188.5% |
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