+7,654.3%
CME vs LOW
+1,519.8%
+6,134.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +13.5% | +21.3% | -7.8% | +4.8% |
| 3M | +20.9% | +6.0% | +14.9% | +17.6% |
| 6M | +11.5% | +2.6% | +8.9% | +9.2% |
| YTD | +19.5% | -3.6% | +23.1% | +18.7% |
| 1Y | +17.2% | -1.0% | +18.2% | +14.8% |
| 3Y | +65.1% | +24.2% | +41.0% | +41.7% |
| 5Y | +73.1% | +6.3% | +66.8% | +52.9% |
| 10Y | +305.3% | +294.1% | +11.2% | +69.8% |
| All | +7,654.3% | +1,519.8% | +6,134.5% | +1,321.5% |
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