+449.4%
FLEX vs LOW
-5.7%
+455.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | -0.9% | -1.7% | +0.8% | -0.2% |
| 30D | -10.1% | -7.0% | -3.1% | -7.6% |
| 3M | -31.3% | -0.9% | -30.5% | -32.2% |
| 6M | +71.3% | -20.1% | +91.3% | +87.3% |
| YTD | +81.2% | -13.9% | +95.2% | +90.8% |
| 1Y | +98.5% | -21.1% | +119.6% | +117.2% |
| All | +449.4% | -5.7% | +455.1% | +463.2% |
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