+803.7%
B vs LOW
+35,323.5%
-34,519.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | +9.4% | -7.0% | +16.5% | +9.7% |
| 3M | +5.0% | -0.9% | +5.9% | +5.0% |
| 6M | -3.5% | -20.1% | +16.5% | -2.8% |
| YTD | +4.5% | -13.9% | +18.4% | +5.0% |
| 1Y | +67.8% | -21.1% | +88.9% | +69.0% |
| 3Y | +196.7% | -6.6% | +203.3% | +196.9% |
| 5Y | +151.9% | +9.4% | +142.6% | +150.7% |
| 10Y | +202.2% | +220.5% | -18.3% | +195.4% |
| All | +803.7% | +35,323.5% | -34,519.8% | +1,122.9% |
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