+1,027.6%
FIX vs LOW
+6.6%
+1,021.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +1.4% | +8.0% | +8.9% |
| 30D | -27.8% | +21.7% | -49.5% | -34.4% |
| 3M | -35.6% | +5.0% | -40.6% | -37.5% |
| 6M | -45.2% | +4.6% | -49.8% | -47.4% |
| YTD | +19.5% | -3.5% | +23.0% | +19.2% |
| 1Y | +24.2% | +0.5% | +23.7% | +20.8% |
| 3Y | +494.2% | +24.8% | +469.4% | +395.8% |
| All | +1,027.6% | +6.6% | +1,021.0% | +915.4% |
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