+425.9%
CARR vs LOW
+247.8%
+178.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | +0.6% | -0.6% | +1.3% | +1.0% |
| 30D | -8.7% | -9.3% | +0.6% | -3.7% |
| 3M | -18.4% | -8.1% | -10.3% | -14.9% |
| 6M | -0.6% | -19.8% | +19.2% | +11.6% |
| YTD | +10.9% | -16.4% | +27.3% | +21.5% |
| 1Y | -7.3% | -24.7% | +17.4% | +7.3% |
| 3Y | +2.9% | -8.8% | +11.7% | +6.2% |
| 5Y | +9.6% | +7.8% | +1.9% | +3.6% |
| All | +425.9% | +247.8% | +178.1% | +257.9% |
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