+25.3%
F vs LOW
-23.9%
+49.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.5% | -3.6% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +1.2% | -10.1% | +11.3% | +4.9% |
| 3M | -5.7% | -2.9% | -2.8% | -5.2% |
| 6M | +17.9% | -19.4% | +37.3% | +26.7% |
| YTD | +10.4% | -15.4% | +25.8% | +16.8% |
| 1Y | +25.3% | -24.9% | +50.3% | +47.7% |
| All | +25.3% | -23.9% | +49.2% | +47.7% |
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