-24.0%
NKE vs LOW
+233.5%
-257.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.2% | -3.7% | -0.4% | -2.3% |
| 30D | -8.2% | -8.9% | +0.7% | -3.6% |
| 3M | -19.1% | -10.4% | -8.7% | -14.5% |
| 6M | -32.6% | -19.4% | -13.2% | -25.1% |
| YTD | -40.7% | -17.1% | -23.6% | -35.2% |
| 1Y | -48.9% | -26.3% | -22.6% | -40.7% |
| 3Y | -59.2% | -9.9% | -49.4% | -57.7% |
| 5Y | -75.3% | +6.1% | -81.5% | -76.6% |
| All | -24.0% | +233.5% | -257.5% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling