+227.1%
LOW vs FDX
+182.3%
+44.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | -2.6% | -3.9% | +1.2% | -1.1% |
| 30D | -11.1% | -3.3% | -7.8% | -10.0% |
| 3M | -8.5% | -2.0% | -6.5% | -8.1% |
| 6M | -20.8% | +8.0% | -28.9% | -23.8% |
| YTD | -17.2% | +35.0% | -52.2% | -27.3% |
| 1Y | -24.7% | +73.7% | -98.4% | -40.5% |
| 3Y | -9.7% | +61.6% | -71.3% | -29.1% |
| 5Y | +6.0% | +65.4% | -59.4% | -20.7% |
| All | +227.1% | +182.3% | +44.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling