-10.0%
LOW vs SPXU
-79.4%
+69.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -0.6% |
| 7D | -2.6% | +6.4% | -9.0% | -1.1% |
| 30D | -11.1% | +5.9% | -17.1% | -9.8% |
| 3M | -8.5% | -11.7% | +3.2% | -10.8% |
| 6M | -20.8% | -28.7% | +7.8% | -26.4% |
| YTD | -17.2% | -26.4% | +9.1% | -22.2% |
| 1Y | -24.7% | -35.2% | +10.5% | -31.2% |
| All | -10.0% | -79.4% | +69.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling