+998.2%
C vs LOW
+39,052.6%
-38,054.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -2.4% | +7.4% | -9.8% | -5.9% |
| 30D | -6.0% | +24.5% | -30.5% | -16.0% |
| 3M | -10.5% | +3.5% | -14.0% | -12.7% |
| 6M | -5.7% | -2.6% | -3.1% | -5.9% |
| YTD | +4.1% | -4.8% | +9.0% | +4.3% |
| 1Y | +20.5% | -0.8% | +21.3% | +18.0% |
| 3Y | +208.1% | +22.8% | +185.3% | +167.6% |
| 5Y | +110.4% | +5.3% | +105.1% | +92.6% |
| 10Y | +234.6% | +309.5% | -74.9% | +49.4% |
| All | +998.2% | +39,052.6% | -38,054.3% | -3.6% |
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