+57.4%
HL vs LOW
+34,691.1%
-34,633.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | +21.4% | -10.1% | +31.5% | +23.2% |
| 3M | +37.4% | -2.9% | +40.3% | +37.9% |
| 6M | +0.4% | -19.4% | +19.8% | +3.2% |
| YTD | +6.7% | -15.4% | +22.1% | +9.0% |
| 1Y | +102.4% | -24.9% | +127.3% | +109.8% |
| 3Y | +417.4% | -7.8% | +425.2% | +421.3% |
| 5Y | +243.3% | +8.4% | +234.9% | +238.6% |
| 10Y | +242.6% | +226.8% | +15.8% | +202.6% |
| All | +57.4% | +34,691.1% | -34,633.6% | +73.3% |
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 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