+72.2%
LOWV vs SPY
+101.6%
-29.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | -1.8% | -0.9% | -0.9% | -1.1% |
| 3M | +4.8% | +3.9% | +0.9% | +1.8% |
| 6M | +8.4% | +14.5% | -6.1% | -2.2% |
| YTD | +6.6% | +12.9% | -6.3% | -2.8% |
| 1Y | +8.7% | +19.4% | -10.6% | -4.8% |
| 3Y | +53.4% | +78.5% | -25.1% | -2.5% |
| All | +72.2% | +101.6% | -29.4% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling