-80.8%
FIG vs LOW
-11.2%
-69.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.3% |
| 7D | -12.2% | -2.6% | -9.6% | -12.9% |
| 30D | -11.0% | -11.1% | +0.2% | -13.9% |
| 3M | +11.9% | -8.5% | +20.4% | +8.7% |
| 6M | -21.9% | -20.8% | -1.1% | -28.8% |
| YTD | -40.8% | -17.2% | -23.5% | -44.7% |
| 1Y | -56.6% | -24.7% | -31.9% | -64.0% |
| All | -80.8% | -11.2% | -69.6% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling