+4,492.0%
COP vs LOW
+35,323.5%
-30,831.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.4% |
| 7D | +3.0% | -1.7% | +4.7% | +3.4% |
| 30D | +17.5% | -7.0% | +24.5% | +19.3% |
| 3M | +13.4% | -0.9% | +14.2% | +12.9% |
| 6M | +17.7% | -20.1% | +37.8% | +22.5% |
| YTD | +46.6% | -13.9% | +60.5% | +49.7% |
| 1Y | +44.6% | -21.1% | +65.7% | +50.4% |
| 3Y | +20.7% | -6.6% | +27.3% | +19.7% |
| 5Y | +185.0% | +9.4% | +175.7% | +168.3% |
| 10Y | +347.0% | +220.5% | +126.5% | +228.5% |
| All | +4,492.0% | +35,323.5% | -30,831.5% | +1,780.9% |
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