+6.0%
LOW vs FND
-62.8%
+68.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -2.6% | -5.1% | +2.5% | -0.6% |
| 30D | -11.1% | -22.5% | +11.4% | -1.9% |
| 3M | -8.5% | -5.0% | -3.5% | -7.4% |
| 6M | -20.8% | -21.5% | +0.7% | -14.3% |
| YTD | -17.2% | -23.0% | +5.8% | -10.1% |
| 1Y | -24.7% | -44.9% | +20.2% | -7.4% |
| 3Y | -9.7% | -50.0% | +40.2% | +10.3% |
| 5Y | +6.0% | -63.3% | +69.3% | +35.0% |
| All | +6.0% | -62.8% | +68.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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