+310.6%
BE vs LOW
-25.3%
+335.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.3% |
| 7D | +9.7% | -2.6% | +12.4% | +9.0% |
| 30D | +22.4% | -11.1% | +33.5% | +18.7% |
| 3M | +10.4% | -8.5% | +18.9% | +8.6% |
| 6M | +67.9% | -20.8% | +88.7% | +63.3% |
| YTD | +197.5% | -17.2% | +214.7% | +186.4% |
| 1Y | +310.6% | -24.7% | +335.3% | +283.0% |
| All | +310.6% | -25.3% | +335.8% | +283.0% |
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