-4.6%
BA vs LOW
-7.0%
+2.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.4% |
| 7D | +1.2% | -1.7% | +2.9% | +1.8% |
| 30D | -11.6% | -7.0% | -4.6% | -9.3% |
| 3M | -2.4% | -0.9% | -1.5% | -2.2% |
| 6M | -6.6% | -20.1% | +13.5% | +0.5% |
| YTD | -2.2% | -13.9% | +11.7% | +2.5% |
| 1Y | -8.0% | -21.1% | +13.1% | -0.8% |
| All | -4.6% | -7.0% | +2.4% | -9.7% |
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