+1,449.6%
NET vs LOW
+103.4%
+1,346.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.6% |
| 7D | -7.0% | -1.7% | -5.2% | -6.1% |
| 30D | -4.8% | -7.0% | +2.3% | -1.4% |
| 3M | +3.8% | -0.9% | +4.7% | +3.1% |
| 6M | +50.0% | -20.1% | +70.1% | +65.4% |
| YTD | +41.5% | -13.9% | +55.4% | +48.0% |
| 1Y | +32.8% | -21.1% | +54.0% | +45.5% |
| 3Y | +335.9% | -6.6% | +342.5% | +318.3% |
| 5Y | +113.8% | +9.4% | +104.5% | +92.4% |
| All | +1,449.6% | +103.4% | +1,346.2% | +1,032.5% |
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 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