+16.1%
JPM vs LOW
-0.5%
+16.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.3% | +2.6% |
| 7D | +3.8% | +15.6% | -11.8% | +0.9% |
| 30D | +6.5% | +28.6% | -22.1% | +1.5% |
| 3M | -1.0% | +5.8% | -6.9% | -2.1% |
| 6M | +15.5% | +3.8% | +11.7% | +14.8% |
| YTD | +11.4% | -2.8% | +14.2% | +10.4% |
| 1Y | +16.1% | -1.4% | +17.5% | +14.3% |
| All | +16.1% | -0.5% | +16.5% | +14.3% |
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