+11,573.1%
COST vs LOW
+34,309.9%
-22,736.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -5.3% | -9.3% | +4.0% | -2.1% |
| 3M | -6.7% | -8.1% | +1.4% | -4.2% |
| 6M | -9.9% | -19.8% | +9.8% | -3.6% |
| YTD | +5.1% | -16.4% | +21.5% | +10.6% |
| 1Y | -7.3% | -24.7% | +17.4% | +0.9% |
| 3Y | +70.4% | -8.8% | +79.2% | +70.7% |
| 5Y | +104.4% | +7.8% | +96.6% | +91.4% |
| 10Y | +609.0% | +233.8% | +375.2% | +316.2% |
| All | +11,573.1% | +34,309.9% | -22,736.8% | +1,566.8% |
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