+5,470.8%
FLEX vs LOW
+8,320.5%
-2,849.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -13.6% | +8.7% | -22.3% | -17.7% |
| 30D | -36.5% | +25.5% | -62.0% | -44.2% |
| 3M | -36.4% | +6.6% | -43.0% | -39.6% |
| 6M | -46.5% | +2.4% | -48.9% | -48.7% |
| YTD | +25.9% | -1.7% | +27.7% | +23.1% |
| 1Y | +19.6% | +1.7% | +17.9% | +14.5% |
| 3Y | +287.0% | +26.6% | +260.4% | +225.5% |
| 5Y | +466.6% | +10.1% | +456.5% | +404.3% |
| 10Y | +626.9% | +303.3% | +323.6% | +228.8% |
| All | +5,470.8% | +8,320.5% | -2,849.7% | +709.2% |
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 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