+18.7%
NEE vs LOW
-25.0%
+43.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | -3.7% | +2.4% | -0.7% |
| 30D | -3.3% | -8.9% | +5.5% | -1.7% |
| 3M | -2.3% | -10.4% | +8.2% | -0.4% |
| 6M | -8.9% | -19.4% | +10.5% | -5.7% |
| YTD | +4.8% | -17.1% | +21.9% | +8.5% |
| 1Y | +18.7% | -26.3% | +45.0% | +11.4% |
| All | +18.7% | -25.0% | +43.7% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling