+360.5%
BE vs LOW
-20.7%
+381.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.7% |
| 7D | +20.0% | -1.7% | +21.7% | +19.3% |
| 30D | +7.9% | -7.0% | +15.0% | +5.7% |
| 3M | -13.2% | -0.9% | -12.3% | -13.4% |
| 6M | +53.5% | -20.1% | +73.5% | +48.9% |
| YTD | +191.0% | -13.9% | +204.9% | +183.7% |
| 1Y | +360.5% | -21.1% | +381.7% | +295.0% |
| All | +360.5% | -20.7% | +381.2% | +295.0% |
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 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