+128.1%
FIX vs LOW
-25.6%
+153.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | -3.5% | -9.3% | +5.8% | -2.8% |
| 3M | -11.8% | -8.1% | -3.7% | -11.4% |
| 6M | +17.8% | -19.8% | +37.6% | +22.4% |
| YTD | +73.3% | -16.4% | +89.7% | +84.1% |
| 1Y | +128.1% | -24.7% | +152.8% | +146.8% |
| All | +128.1% | -25.6% | +153.7% | +146.8% |
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