-59.2%
NKE vs LOW
-10.2%
-49.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.2% | -3.7% | -0.4% | -2.1% |
| 30D | -8.2% | -8.9% | +0.7% | -3.2% |
| 3M | -19.1% | -10.4% | -8.7% | -14.1% |
| 6M | -32.6% | -19.4% | -13.2% | -24.2% |
| YTD | -40.7% | -17.1% | -23.6% | -34.8% |
| 1Y | -48.9% | -26.3% | -22.6% | -39.7% |
| 3Y | -59.2% | -9.9% | -49.4% | -57.9% |
| All | -59.2% | -10.2% | -49.0% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling