+11,186.3%
JPM vs LOW
+35,323.5%
-24,137.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | +0.3% | -1.7% | +2.0% | +1.0% |
| 30D | -0.2% | -7.0% | +6.9% | +2.9% |
| 3M | +15.9% | -0.9% | +16.8% | +15.6% |
| 6M | +20.9% | -20.1% | +41.0% | +31.9% |
| YTD | +12.9% | -13.9% | +26.8% | +18.7% |
| 1Y | +20.3% | -21.1% | +41.4% | +31.0% |
| 3Y | +160.9% | -6.6% | +167.6% | +158.8% |
| 5Y | +154.8% | +9.4% | +145.5% | +130.6% |
| 10Y | +591.1% | +220.5% | +370.6% | +266.8% |
| All | +11,186.3% | +35,323.5% | -24,137.2% | +1,230.6% |
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