+3,542.1%
CLS vs LOW
+8.3%
+3,533.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.4% |
| 7D | +12.8% | +0.4% | +12.4% | +12.6% |
| 30D | +3.8% | -10.1% | +13.9% | +8.7% |
| 3M | -14.6% | -2.9% | -11.8% | -14.6% |
| 6M | +32.2% | -19.4% | +51.6% | +44.9% |
| YTD | +11.6% | -15.4% | +27.1% | +18.5% |
| 1Y | +35.1% | -24.9% | +60.0% | +52.5% |
| 3Y | +1,312.5% | -7.8% | +1,320.4% | +1,267.6% |
| 5Y | +3,542.1% | +8.4% | +3,533.7% | +2,804.4% |
| All | +3,542.1% | +8.3% | +3,533.8% | +2,804.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling