+46.0%
F vs LOW
-7.0%
+53.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | +5.3% | -1.7% | +7.1% | +6.3% |
| 30D | +4.6% | -7.0% | +11.6% | +8.6% |
| 3M | -3.7% | -0.9% | -2.8% | -4.0% |
| 6M | +16.8% | -20.1% | +36.9% | +31.2% |
| YTD | +15.3% | -13.9% | +29.2% | +23.2% |
| 1Y | +31.0% | -21.1% | +52.1% | +47.4% |
| All | +46.0% | -7.0% | +53.1% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling