-80.9%
FIG vs LOW
-10.3%
-70.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.6% |
| 7D | -14.5% | -0.6% | -13.8% | -14.6% |
| 30D | -13.3% | -9.3% | -4.0% | -15.7% |
| 3M | +7.4% | -8.1% | +15.5% | +4.4% |
| 6M | -27.8% | -19.8% | -8.0% | -33.8% |
| YTD | -41.1% | -16.4% | -24.7% | -44.9% |
| 1Y | -58.7% | -24.7% | -34.1% | -66.0% |
| All | -80.9% | -10.3% | -70.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling