+1,470.1%
BA vs LOW
+39,052.6%
-37,582.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +1.1% | +7.4% | -6.3% | -1.4% |
| 30D | -7.9% | +24.5% | -32.4% | -14.6% |
| 3M | -25.3% | +3.5% | -28.8% | -26.4% |
| 6M | -24.6% | -2.6% | -22.0% | -24.3% |
| YTD | -20.1% | -4.8% | -15.3% | -19.4% |
| 1Y | -11.8% | -0.8% | -11.0% | -12.3% |
| 3Y | -10.1% | +22.8% | -32.9% | -17.9% |
| 5Y | -22.7% | +5.3% | -28.1% | -26.4% |
| 10Y | +35.1% | +309.5% | -274.4% | -15.8% |
| All | +1,470.1% | +39,052.6% | -37,582.4% | +179.5% |
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 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