+1,511.3%
META vs LOW
+933.4%
+577.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -0.8% | +7.4% | -8.2% | -4.0% |
| 30D | -15.4% | +24.5% | -39.9% | -23.5% |
| 3M | +3.5% | +3.5% | 0.0% | +1.3% |
| 6M | -0.3% | -2.6% | +2.3% | -0.2% |
| YTD | -7.3% | -4.8% | -2.5% | -7.1% |
| 1Y | -1.1% | -0.8% | -0.3% | -2.9% |
| 3Y | +95.1% | +22.8% | +72.2% | +69.8% |
| 5Y | +80.6% | +5.3% | +75.3% | +68.3% |
| 10Y | +410.1% | +309.5% | +100.7% | +173.8% |
| All | +1,511.3% | +933.4% | +577.9% | +552.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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