-8.8%
BA vs LOW
-23.9%
+15.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | -10.1% | -10.1% | 0.0% | -6.5% |
| 3M | -2.4% | -2.9% | +0.4% | -1.4% |
| 6M | -8.8% | -19.4% | +10.6% | -3.3% |
| YTD | -2.9% | -15.4% | +12.5% | +3.2% |
| 1Y | -8.8% | -24.9% | +16.2% | -4.3% |
| All | -8.8% | -23.9% | +15.1% | -4.3% |
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