+12,471.5%
FIX vs LOW
+6,307.7%
+6,163.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | +6.0% | -1.7% | +7.8% | +6.8% |
| 30D | -7.2% | -7.0% | -0.2% | -4.6% |
| 3M | -15.9% | -0.9% | -15.0% | -16.5% |
| 6M | +12.7% | -20.1% | +32.8% | +22.4% |
| YTD | +72.8% | -13.9% | +86.7% | +81.3% |
| 1Y | +122.9% | -21.1% | +144.0% | +141.6% |
| 3Y | +774.3% | -6.6% | +781.0% | +775.6% |
| 5Y | +2,049.5% | +9.4% | +2,040.1% | +1,895.3% |
| 10Y | +5,821.5% | +220.5% | +5,601.0% | +3,310.0% |
| All | +12,471.5% | +6,307.7% | +6,163.8% | +2,990.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling