+256.8%
FLEX vs LOW
+22.6%
+234.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.9% |
| 7D | -19.3% | +7.4% | -26.7% | -21.3% |
| 30D | -41.5% | +24.5% | -66.0% | -46.2% |
| 3M | -43.1% | +3.5% | -46.6% | -43.8% |
| 6M | -48.2% | -2.6% | -45.6% | -47.6% |
| YTD | +15.5% | -4.8% | +20.3% | +17.1% |
| 1Y | +10.2% | -0.8% | +11.0% | +9.3% |
| 3Y | +256.8% | +22.8% | +234.0% | +197.5% |
| All | +256.8% | +22.6% | +234.2% | +197.5% |
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