-10.6%
BA vs LOW
-0.5%
-10.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.4% | -0.4% |
| 7D | +5.9% | +15.6% | -9.7% | +0.7% |
| 30D | -8.2% | +28.6% | -36.8% | -16.1% |
| 3M | -25.4% | +5.8% | -31.2% | -26.5% |
| 6M | -20.0% | +3.8% | -23.8% | -20.9% |
| YTD | -18.5% | -2.8% | -15.7% | -16.3% |
| 1Y | -10.6% | -1.4% | -9.2% | -8.3% |
| All | -10.6% | -0.5% | -10.2% | -8.3% |
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 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