+448.7%
FIX vs LOW
+22.6%
+426.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.7% |
| 7D | -17.5% | +7.4% | -24.9% | -19.4% |
| 30D | -41.6% | +24.5% | -66.0% | -45.9% |
| 3M | -40.6% | +3.5% | -44.1% | -41.3% |
| 6M | -49.4% | -2.6% | -46.8% | -48.8% |
| YTD | +9.2% | -4.8% | +14.0% | +11.0% |
| 1Y | +6.5% | -0.8% | +7.3% | +5.7% |
| 3Y | +448.7% | +22.8% | +425.9% | +349.2% |
| All | +448.7% | +22.6% | +426.1% | +349.2% |
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 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