+161.4%
JPM vs LOW
-10.3%
+171.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.3% | -2.6% | +0.3% | -1.7% |
| 30D | -2.3% | -11.1% | +8.8% | +0.5% |
| 3M | +14.9% | -8.5% | +23.4% | +17.1% |
| 6M | +23.6% | -20.8% | +44.5% | +30.7% |
| YTD | +11.3% | -17.2% | +28.5% | +15.8% |
| 1Y | +19.9% | -24.7% | +44.6% | +27.9% |
| All | +161.4% | -10.3% | +171.7% | +160.2% |
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