-55.8%
FIG vs LOW
-20.7%
-35.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.2% |
| 7D | -16.3% | -1.7% | -14.6% | -16.5% |
| 30D | -14.3% | -7.0% | -7.3% | -15.2% |
| 3M | +7.2% | -0.9% | +8.0% | +7.7% |
| 6M | -18.6% | -20.1% | +1.5% | -22.9% |
| YTD | -35.5% | -13.9% | -21.6% | -39.2% |
| 1Y | -55.8% | -21.1% | -34.7% | -55.1% |
| All | -55.8% | -20.7% | -35.1% | -55.1% |
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 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