+60.7%
COP vs LOW
-0.5%
+61.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.5% | -12.7% | -3.1% |
| 7D | -8.1% | +15.6% | -23.7% | -4.5% |
| 30D | +6.7% | +28.6% | -21.9% | +13.8% |
| 3M | +16.9% | +5.8% | +11.0% | +18.6% |
| 6M | +11.2% | +3.8% | +7.4% | +13.3% |
| YTD | +49.5% | -2.8% | +52.3% | +50.6% |
| 1Y | +60.7% | -1.4% | +62.1% | +62.4% |
| All | +60.7% | -0.5% | +61.1% | +62.4% |
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 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