+1,874.3%
BE vs LOW
+27.5%
+1,846.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.1% | +13.1% | +13.0% |
| 7D | +4.5% | +1.0% | +3.6% | +4.4% |
| 30D | -20.1% | +25.6% | -45.7% | -24.7% |
| 3M | -0.8% | +5.3% | -6.2% | -1.8% |
| 6M | -26.2% | +3.7% | -30.0% | -26.7% |
| YTD | +141.1% | -1.9% | +142.9% | +140.2% |
| 1Y | +64.8% | +0.6% | +64.3% | +60.9% |
| All | +1,874.3% | +27.5% | +1,846.8% | +1,130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling