+143.9%
CAT vs LOW
+22.6%
+121.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -10.3% | +7.4% | -17.7% | -12.7% |
| 30D | -31.2% | +24.5% | -55.7% | -37.2% |
| 3M | -34.7% | +3.5% | -38.1% | -35.6% |
| 6M | -39.5% | -2.6% | -36.9% | -38.8% |
| YTD | -1.7% | -4.8% | +3.2% | +0.2% |
| 1Y | -1.1% | -0.8% | -0.3% | -1.6% |
| 3Y | +143.9% | +22.8% | +121.0% | +108.4% |
| All | +143.9% | +22.6% | +121.2% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling