+7,917.6%
FLEX vs LOW
+7,278.0%
+639.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.9% |
| 7D | -0.9% | -1.7% | +0.8% | 0.0% |
| 30D | -10.1% | -7.0% | -3.1% | -7.0% |
| 3M | -31.3% | -0.9% | -30.5% | -32.0% |
| 6M | +71.3% | -20.1% | +91.3% | +89.9% |
| YTD | +81.2% | -13.9% | +95.2% | +92.6% |
| 1Y | +98.5% | -21.1% | +119.6% | +119.4% |
| 3Y | +428.2% | -6.6% | +434.9% | +427.4% |
| 5Y | +657.3% | +9.4% | +647.9% | +586.4% |
| 10Y | +995.9% | +220.5% | +775.4% | +464.1% |
| All | +7,917.6% | +7,278.0% | +639.7% | +1,165.8% |
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