+5,008.9%
FLEX vs LOW
+8,054.7%
-3,045.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.2% |
| 7D | -19.3% | +7.4% | -26.7% | -22.9% |
| 30D | -41.5% | +24.5% | -66.0% | -48.6% |
| 3M | -43.1% | +3.5% | -46.6% | -45.2% |
| 6M | -48.2% | -2.6% | -45.6% | -49.2% |
| YTD | +15.5% | -4.8% | +20.3% | +14.6% |
| 1Y | +10.2% | -0.8% | +11.0% | +6.7% |
| 3Y | +256.8% | +22.8% | +234.0% | +204.2% |
| 5Y | +408.2% | +5.3% | +402.9% | +362.1% |
| 10Y | +580.9% | +309.5% | +271.4% | +205.3% |
| All | +5,008.9% | +8,054.7% | -3,045.8% | +653.1% |
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