+190.1%
COP vs LOW
+8.2%
+181.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +15.6% | -10.1% | +25.7% | +17.0% |
| 3M | +14.3% | -2.9% | +17.2% | +14.2% |
| 6M | +17.0% | -19.4% | +36.4% | +20.3% |
| YTD | +47.4% | -15.4% | +62.9% | +49.8% |
| 1Y | +52.4% | -24.9% | +77.3% | +58.7% |
| 3Y | +20.8% | -7.8% | +28.6% | +19.2% |
| All | +190.1% | +8.2% | +181.9% | +174.1% |
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