+911.5%
BE vs LOW
+137.7%
+773.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.3% |
| 7D | +20.0% | -1.7% | +21.7% | +21.7% |
| 30D | +7.9% | -7.0% | +15.0% | +13.9% |
| 3M | -13.2% | -0.9% | -12.3% | -15.3% |
| 6M | +53.5% | -20.1% | +73.5% | +77.6% |
| YTD | +191.0% | -13.9% | +204.9% | +211.9% |
| 1Y | +360.5% | -21.1% | +381.7% | +423.5% |
| 3Y | +1,568.0% | -6.6% | +1,574.6% | +1,478.2% |
| 5Y | +1,055.2% | +9.4% | +1,045.8% | +848.6% |
| All | +911.5% | +137.7% | +773.8% | +207.1% |
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