+726.2%
FLEX vs LOW
+8.3%
+717.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.2% |
| 7D | +7.0% | +0.4% | +6.6% | +6.7% |
| 30D | -5.8% | -10.1% | +4.3% | -1.0% |
| 3M | -24.2% | -2.9% | -21.4% | -24.3% |
| 6M | +90.8% | -19.4% | +110.2% | +110.4% |
| YTD | +89.2% | -15.4% | +104.6% | +102.4% |
| 1Y | +104.7% | -24.9% | +129.7% | +132.5% |
| 3Y | +478.1% | -7.8% | +485.9% | +471.6% |
| 5Y | +726.2% | +8.4% | +717.8% | +587.0% |
| All | +726.2% | +8.3% | +717.9% | +587.0% |
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