+856.1%
EEM vs LOW
+1,214.9%
-358.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.0% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | +4.9% | -10.1% | +15.0% | +10.1% |
| 3M | +5.2% | -2.9% | +8.1% | +5.8% |
| 6M | +20.7% | -19.4% | +40.1% | +32.1% |
| YTD | +26.5% | -15.4% | +41.9% | +34.8% |
| 1Y | +37.8% | -24.9% | +62.8% | +54.8% |
| 3Y | +91.0% | -7.8% | +98.8% | +89.5% |
| 5Y | +47.0% | +8.4% | +38.6% | +29.4% |
| 10Y | +125.6% | +226.8% | -101.2% | -2.1% |
| All | +856.1% | +1,214.9% | -358.8% | +64.0% |
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