+615.0%
F vs LOW
+35,323.5%
-34,708.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | -3.7% | -0.9% | -2.8% | -3.8% |
| 6M | +16.8% | -20.1% | +36.9% | +26.8% |
| YTD | +15.3% | -13.9% | +29.2% | +21.3% |
| 1Y | +31.0% | -21.1% | +52.1% | +42.3% |
| 3Y | +45.4% | -6.6% | +52.1% | +47.5% |
| 5Y | +54.7% | +9.4% | +45.3% | +48.7% |
| 10Y | +98.2% | +220.5% | -122.3% | +23.2% |
| All | +615.0% | +35,323.5% | -34,708.5% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling