+5.8%
CAT vs LOW
+2.0%
+3.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.4% | +3.8% | +6.8% |
| 7D | -2.4% | +6.4% | -8.8% | -2.9% |
| 30D | -25.0% | +25.6% | -50.6% | -27.9% |
| 3M | -28.7% | +4.6% | -33.3% | -27.8% |
| 6M | -33.0% | +2.5% | -35.5% | -31.2% |
| YTD | +5.4% | -1.6% | +7.1% | +10.6% |
| All | +5.8% | +2.0% | +3.8% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling