-7.3%
F vs LOW
-0.8%
-6.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.2% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -0.5% | +21.3% | -21.7% | -7.6% |
| 3M | -12.9% | +6.0% | -18.9% | -15.2% |
| 6M | +1.5% | +2.6% | -1.0% | -0.2% |
| YTD | -5.0% | -3.6% | -1.4% | -4.5% |
| 1Y | -7.3% | -1.0% | -6.4% | -7.8% |
| All | -7.3% | -0.8% | -6.5% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling