+155.1%
NEM vs LOW
+5.4%
+149.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.0% | -3.7% | +2.7% | -0.1% |
| 30D | +7.8% | -8.9% | +16.7% | +10.2% |
| 3M | +30.2% | -10.4% | +40.6% | +33.4% |
| 6M | +9.6% | -19.4% | +29.0% | +14.9% |
| YTD | +27.8% | -17.1% | +44.9% | +33.0% |
| 1Y | +60.7% | -26.3% | +87.0% | +71.3% |
| 3Y | +245.3% | -9.9% | +255.2% | +246.8% |
| All | +155.1% | +5.4% | +149.7% | +136.2% |
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