+8.4%
LOW vs FDX
+63.0%
-54.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.0% |
| 7D | +0.4% | -3.3% | +3.7% | +1.4% |
| 30D | -10.1% | -1.4% | -8.7% | -9.8% |
| 3M | -2.9% | -4.5% | +1.7% | -1.7% |
| 6M | -19.4% | +9.4% | -28.8% | -22.1% |
| YTD | -15.4% | +36.0% | -51.5% | -23.7% |
| 1Y | -24.9% | +75.5% | -100.5% | -37.6% |
| 3Y | -7.8% | +62.8% | -70.6% | -23.5% |
| 5Y | +8.4% | +64.4% | -56.0% | -14.4% |
| All | +8.4% | +63.0% | -54.6% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling