+45.6%
C vs LOW
-23.9%
+69.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +1.3% | -10.1% | +11.4% | +3.5% |
| 3M | +3.1% | -2.9% | +6.0% | +3.2% |
| 6M | +29.6% | -19.4% | +49.0% | +36.0% |
| YTD | +19.0% | -15.4% | +34.4% | +21.4% |
| 1Y | +45.6% | -24.9% | +70.6% | +54.8% |
| All | +45.6% | -23.9% | +69.5% | +54.8% |
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