+1,360.3%
LOW vs SPXU
-100.0%
+1,460.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.2% |
| 7D | +0.4% | -1.5% | +1.8% | -0.1% |
| 30D | -10.1% | +3.7% | -13.8% | -8.9% |
| 3M | -2.9% | -9.6% | +6.7% | -5.5% |
| 6M | -19.4% | -32.4% | +13.0% | -28.1% |
| YTD | -15.4% | -28.7% | +13.2% | -22.9% |
| 1Y | -24.9% | -38.2% | +13.3% | -34.5% |
| 3Y | -7.8% | -80.4% | +72.6% | -40.5% |
| 5Y | +8.4% | -86.0% | +94.4% | -27.3% |
| 10Y | +226.8% | -99.5% | +326.3% | +1.1% |
| All | +1,360.3% | -100.0% | +1,460.3% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling