+11,385.0%
LIN vs LOW
+26,501.5%
-15,116.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | +0.2% | +7.4% | -7.2% | -2.0% |
| 30D | +6.5% | +24.5% | -18.0% | -0.4% |
| 3M | +5.5% | +3.5% | +2.0% | +4.1% |
| 6M | +3.3% | -2.6% | +5.9% | +3.6% |
| YTD | +22.0% | -4.8% | +26.9% | +22.5% |
| 1Y | +25.7% | -0.8% | +26.5% | +24.5% |
| 3Y | +36.2% | +22.8% | +13.4% | +25.1% |
| 5Y | +66.1% | +5.3% | +60.8% | +57.6% |
| 10Y | +431.0% | +309.5% | +121.5% | +228.3% |
| All | +11,385.0% | +26,501.5% | -15,116.5% | +2,925.4% |
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