+68.0%
COST vs LOW
-10.3%
+78.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.5% | -2.6% | +0.1% | -1.9% |
| 30D | -4.4% | -11.1% | +6.7% | -2.1% |
| 3M | -8.1% | -8.5% | +0.4% | -6.5% |
| 6M | -9.2% | -20.8% | +11.6% | -4.9% |
| YTD | +5.1% | -17.2% | +22.3% | +8.8% |
| 1Y | -5.1% | -24.7% | +19.6% | +0.4% |
| All | +68.0% | -10.3% | +78.3% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling