+11.0%
NEE vs LOW
+5.8%
+5.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | -1.9% | -2.6% | +0.7% | -1.1% |
| 30D | -3.1% | -11.1% | +8.0% | +0.7% |
| 3M | -2.4% | -8.5% | +6.1% | +0.2% |
| 6M | -8.6% | -20.8% | +12.3% | -1.6% |
| YTD | +4.9% | -17.2% | +22.1% | +10.7% |
| 1Y | +19.4% | -24.7% | +44.1% | +30.2% |
| 3Y | +34.9% | -9.7% | +44.6% | +34.7% |
| 5Y | +11.0% | +6.0% | +5.0% | +5.5% |
| All | +11.0% | +5.8% | +5.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling