+1,107.0%
DIA vs LOW
+5,637.6%
-4,530.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | +1.4% | +0.7% | +1.6% |
| 30D | +1.5% | +21.7% | -20.2% | -5.3% |
| 3M | -2.4% | +5.0% | -7.4% | -4.4% |
| 6M | +6.0% | +4.6% | +1.4% | +3.5% |
| YTD | +10.1% | -3.5% | +13.6% | +10.1% |
| 1Y | +11.8% | +0.5% | +11.3% | +10.1% |
| 3Y | +59.7% | +24.8% | +34.9% | +44.2% |
| 5Y | +57.9% | +6.5% | +51.4% | +48.2% |
| 10Y | +236.2% | +294.6% | -58.3% | +93.1% |
| All | +1,107.0% | +5,637.6% | -4,530.7% | +192.1% |
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