+270.6%
C vs LOW
-5.7%
+276.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | +3.6% | -1.7% | +5.4% | +4.3% |
| 30D | +0.1% | -7.0% | +7.1% | +2.7% |
| 3M | +2.4% | -0.9% | +3.3% | +2.0% |
| 6M | +24.9% | -20.1% | +45.0% | +36.0% |
| YTD | +19.8% | -13.9% | +33.7% | +25.1% |
| 1Y | +44.9% | -21.1% | +66.0% | +57.4% |
| All | +270.6% | -5.7% | +276.3% | +261.4% |
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