+2.1%
LOW vs NXT
+171.8%
-169.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.8% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -9.3% | -20.0% | +10.7% | -7.6% |
| 3M | -8.1% | -30.9% | +22.9% | -5.6% |
| 6M | -19.8% | -23.8% | +4.1% | -19.0% |
| YTD | -16.4% | -5.4% | -10.9% | -17.5% |
| 1Y | -24.7% | +28.0% | -52.7% | -28.5% |
| 3Y | -8.8% | +93.3% | -102.1% | -20.5% |
| All | +2.1% | +171.8% | -169.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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