+1,163.5%
C vs LOW
+35,323.5%
-34,159.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.9% |
| 7D | +3.6% | -1.7% | +5.4% | +4.5% |
| 30D | +0.1% | -7.0% | +7.1% | +3.5% |
| 3M | +2.4% | -0.9% | +3.3% | +2.1% |
| 6M | +24.9% | -20.1% | +45.0% | +38.0% |
| YTD | +19.8% | -13.9% | +33.7% | +26.8% |
| 1Y | +44.9% | -21.1% | +66.0% | +59.6% |
| 3Y | +263.0% | -6.6% | +269.6% | +262.8% |
| 5Y | +129.5% | +9.4% | +120.2% | +107.0% |
| 10Y | +291.6% | +220.5% | +71.1% | +98.0% |
| All | +1,163.5% | +35,323.5% | -34,159.9% | +17.2% |
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