+230.7%
GM vs LOW
+1,120.5%
-889.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | -1.1% | -0.6% | -0.5% | -0.7% |
| 30D | -4.6% | -9.3% | +4.7% | +0.9% |
| 3M | +0.2% | -8.1% | +8.3% | +4.7% |
| 6M | +12.6% | -19.8% | +32.4% | +27.0% |
| YTD | +3.7% | -16.4% | +20.0% | +13.6% |
| 1Y | +45.6% | -24.7% | +70.3% | +69.1% |
| 3Y | +162.0% | -8.8% | +170.8% | +169.0% |
| 5Y | +80.5% | +7.8% | +72.7% | +67.4% |
| 10Y | +231.3% | +233.8% | -2.5% | +58.1% |
| All | +230.7% | +1,120.5% | -889.9% | -26.7% |
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