+398.8%
HL vs LOW
-10.3%
+409.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -5.6% | -2.6% | -3.0% | -4.6% |
| 30D | +12.7% | -11.1% | +23.9% | +18.4% |
| 3M | +42.5% | -8.5% | +51.0% | +47.7% |
| 6M | -9.0% | -20.8% | +11.8% | +0.4% |
| YTD | +4.4% | -17.2% | +21.6% | +13.1% |
| 1Y | +82.7% | -24.7% | +107.4% | +106.3% |
| All | +398.8% | -10.3% | +409.1% | +342.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling