+52.3%
GM vs LOW
-20.7%
+73.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | 0.0% |
| 7D | +1.7% | -1.7% | +3.5% | +2.5% |
| 30D | -1.6% | -7.0% | +5.5% | +1.8% |
| 3M | +5.7% | -0.9% | +6.6% | +5.4% |
| 6M | +12.2% | -20.1% | +32.2% | +23.2% |
| YTD | +8.4% | -13.9% | +22.3% | +14.0% |
| 1Y | +52.3% | -21.1% | +73.4% | +67.3% |
| All | +52.3% | -20.7% | +73.0% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling