+1,376.8%
BAC vs LOW
+35,323.5%
-33,946.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.8% |
| 30D | -0.4% | -7.0% | +6.6% | +2.7% |
| 3M | +16.9% | -0.9% | +17.8% | +16.7% |
| 6M | +26.6% | -20.1% | +46.7% | +38.6% |
| YTD | +15.8% | -13.9% | +29.7% | +22.0% |
| 1Y | +27.2% | -21.1% | +48.3% | +38.9% |
| 3Y | +132.4% | -6.6% | +139.0% | +132.3% |
| 5Y | +72.6% | +9.4% | +63.2% | +57.8% |
| 10Y | +389.7% | +220.5% | +169.2% | +162.0% |
| All | +1,376.8% | +35,323.5% | -33,946.7% | +97.0% |
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