+472.4%
NEM vs LOW
+34,691.1%
-34,218.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +12.7% | -10.1% | +22.8% | +13.3% |
| 3M | +28.7% | -2.9% | +31.5% | +28.8% |
| 6M | +9.8% | -19.4% | +29.2% | +10.9% |
| YTD | +28.1% | -15.4% | +43.5% | +29.1% |
| 1Y | +69.3% | -24.9% | +94.3% | +71.7% |
| 3Y | +247.7% | -7.8% | +255.5% | +248.4% |
| 5Y | +153.4% | +8.4% | +145.0% | +151.5% |
| 10Y | +291.3% | +226.8% | +64.5% | +273.2% |
| All | +472.4% | +34,691.1% | -34,218.6% | +539.9% |
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