+1,129.1%
DIA vs LOW
+5,018.7%
-3,889.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -0.2% | -1.7% | +1.5% | +0.4% |
| 30D | -1.5% | -7.0% | +5.5% | +0.9% |
| 3M | +3.8% | -0.9% | +4.6% | +3.7% |
| 6M | +10.3% | -20.1% | +30.3% | +18.4% |
| YTD | +12.1% | -13.9% | +26.0% | +17.0% |
| 1Y | +18.6% | -21.1% | +39.8% | +27.3% |
| 3Y | +60.6% | -6.6% | +67.3% | +60.7% |
| 5Y | +64.4% | +9.4% | +55.1% | +53.3% |
| 10Y | +250.1% | +220.5% | +29.6% | +116.1% |
| All | +1,129.1% | +5,018.7% | -3,889.6% | +210.3% |
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