+5.2%
LOW vs SPXU
-86.1%
+91.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.6% |
| 7D | -3.7% | +2.5% | -6.2% | -3.0% |
| 30D | -8.9% | +4.2% | -13.1% | -7.7% |
| 3M | -10.4% | -9.3% | -1.2% | -12.4% |
| 6M | -19.4% | -30.7% | +11.3% | -26.5% |
| YTD | -17.1% | -28.1% | +11.0% | -23.3% |
| 1Y | -26.3% | -35.2% | +9.0% | -33.5% |
| 3Y | -9.9% | -79.9% | +70.1% | -38.5% |
| All | +5.2% | -86.1% | +91.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling