-80.3%
FIG vs LOW
-9.3%
-71.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.9% | -6.2% |
| 7D | -16.4% | +0.4% | -16.7% | -16.3% |
| 30D | -2.3% | -10.1% | +7.8% | -5.2% |
| 3M | +7.8% | -2.9% | +10.7% | +7.5% |
| 6M | -21.8% | -19.4% | -2.4% | -28.4% |
| YTD | -39.1% | -15.4% | -23.7% | -42.9% |
| 1Y | -56.6% | -24.9% | -31.7% | -64.8% |
| All | -80.3% | -9.3% | -71.0% | -79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling