-15.8%
F vs LOW
+4.9%
-20.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +1.6% | +7.4% | -5.9% | -3.2% |
| 30D | +2.6% | +24.5% | -21.8% | -11.2% |
| 3M | -8.8% | +3.5% | -12.3% | -11.1% |
| 6M | +4.6% | -2.6% | +7.2% | +5.3% |
| YTD | -1.9% | -4.8% | +2.9% | -0.7% |
| 1Y | -0.8% | -0.8% | 0.0% | -2.9% |
| 3Y | +43.5% | +22.8% | +20.7% | +15.5% |
| All | -15.8% | +4.9% | -20.7% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling