+16.8%
F vs LOW
-19.9%
+36.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | +5.3% | -1.7% | +7.1% | +6.0% |
| 30D | +4.6% | -7.0% | +11.6% | +7.5% |
| 3M | -3.7% | -0.9% | -2.8% | -4.5% |
| 6M | +16.8% | -20.1% | +36.9% | +30.1% |
| All | +16.8% | -19.9% | +36.7% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling