+10,545.1%
LIN vs LOW
+23,967.8%
-13,422.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.3% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | -2.4% | -7.0% | +4.6% | -0.4% |
| 3M | -5.6% | -0.9% | -4.7% | -5.5% |
| 6M | -3.4% | -20.1% | +16.7% | +2.6% |
| YTD | +13.1% | -13.9% | +27.0% | +17.2% |
| 1Y | +2.5% | -21.1% | +23.6% | +8.8% |
| 3Y | +27.6% | -6.6% | +34.2% | +27.3% |
| 5Y | +63.0% | +9.4% | +53.7% | +53.4% |
| 10Y | +359.3% | +220.5% | +138.8% | +205.0% |
| All | +10,545.1% | +23,967.8% | -13,422.7% | +2,795.2% |
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 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