+4,766.3%
COP vs LOW
+39,607.0%
-34,840.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.4% | +1.4% | +3.0% | +4.1% |
| 30D | 0.0% | +21.7% | -21.7% | -4.6% |
| 3M | +15.0% | +5.0% | +10.0% | +13.2% |
| 6M | +22.0% | +4.6% | +17.4% | +19.6% |
| YTD | +55.3% | -3.5% | +58.8% | +54.0% |
| 1Y | +64.1% | +0.5% | +63.6% | +61.1% |
| 3Y | +34.1% | +24.8% | +9.3% | +24.1% |
| 5Y | +133.4% | +6.5% | +126.9% | +120.5% |
| 10Y | +338.6% | +294.6% | +44.0% | +207.7% |
| All | +4,766.3% | +39,607.0% | -34,840.8% | +1,835.4% |
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 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