+1,025.2%
C vs LOW
+40,369.0%
-39,343.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +0.8% |
| 7D | -0.9% | +6.4% | -7.3% | -4.0% |
| 30D | -5.4% | +25.6% | -31.0% | -15.7% |
| 3M | -9.2% | +4.6% | -13.7% | -11.8% |
| 6M | -1.8% | +2.5% | -4.4% | -4.5% |
| YTD | +6.7% | -1.6% | +8.3% | +5.1% |
| 1Y | +23.5% | +1.7% | +21.8% | +19.5% |
| 3Y | +219.8% | +29.4% | +190.3% | +170.7% |
| 5Y | +112.4% | +9.6% | +102.8% | +90.6% |
| 10Y | +220.1% | +313.3% | -93.2% | +42.3% |
| All | +1,025.2% | +40,369.0% | -39,343.8% | -2.8% |
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 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