+55.3%
BE vs LOW
-0.5%
+55.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.5% | -13.9% | -4.0% |
| 7D | -12.1% | +15.6% | -27.8% | -8.1% |
| 30D | -30.1% | +28.6% | -58.7% | -25.1% |
| 3M | -12.1% | +5.8% | -18.0% | -9.7% |
| 6M | -30.6% | +3.8% | -34.4% | -27.8% |
| YTD | +130.6% | -2.8% | +133.4% | +128.3% |
| 1Y | +55.3% | -1.4% | +56.7% | +53.9% |
| All | +55.3% | -0.5% | +55.8% | +53.9% |
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