+11,518.3%
LIN vs LOW
+26,820.2%
-15,301.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | +3.6% | +9.6% | -6.0% | +0.8% |
| 30D | +6.4% | +24.5% | -18.1% | -0.5% |
| 3M | +6.5% | +4.0% | +2.5% | +5.0% |
| 6M | +4.9% | +2.2% | +2.7% | +3.6% |
| YTD | +23.4% | -3.7% | +27.1% | +23.5% |
| 1Y | +26.3% | -0.9% | +27.2% | +25.1% |
| 3Y | +38.0% | +23.8% | +14.2% | +26.4% |
| 5Y | +68.0% | +6.6% | +61.4% | +58.9% |
| 10Y | +437.1% | +314.4% | +122.7% | +230.9% |
| All | +11,518.3% | +26,820.2% | -15,301.8% | +2,949.7% |
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