+2.7%
FIG vs LOW
+3.4%
-0.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +3.4% | +1.4% | +2.0% | +3.0% |
| 30D | -9.5% | +21.7% | -31.2% | -12.8% |
| 3M | -26.2% | +5.0% | -31.2% | -28.3% |
| 6M | +2.7% | +4.6% | -1.9% | -2.0% |
| All | +2.7% | +3.4% | -0.7% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling