+1,105.4%
DIA vs LOW
+5,630.8%
-4,525.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +1.2% | +21.3% | -20.0% | -5.5% |
| 3M | -2.4% | +6.0% | -8.4% | -4.7% |
| 6M | +5.7% | +2.6% | +3.1% | +3.9% |
| YTD | +9.9% | -3.6% | +13.5% | +10.0% |
| 1Y | +9.8% | -1.0% | +10.8% | +8.7% |
| 3Y | +59.8% | +24.2% | +35.6% | +44.5% |
| 5Y | +57.7% | +6.3% | +51.4% | +48.0% |
| 10Y | +235.8% | +294.1% | -58.3% | +92.9% |
| All | +1,105.4% | +5,630.8% | -4,525.4% | +191.8% |
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