+7.8%
LOW vs SPY
+81.0%
-73.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -0.6% | -0.4% | -0.3% | -0.3% |
| 30D | -9.3% | -1.4% | -7.9% | -8.2% |
| 3M | -8.1% | +3.7% | -11.8% | -11.0% |
| 6M | -19.8% | +13.0% | -32.8% | -27.9% |
| YTD | -16.4% | +12.4% | -28.8% | -24.5% |
| 1Y | -24.7% | +18.5% | -43.2% | -35.2% |
| 3Y | -8.8% | +77.6% | -86.5% | -46.7% |
| 5Y | +7.8% | +81.7% | -73.9% | -38.2% |
| All | +7.8% | +81.0% | -73.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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