+5,900.4%
NKE vs LOW
+34,001.5%
-28,101.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -3.7% | -0.4% | -2.9% |
| 30D | -8.2% | -8.9% | +0.7% | -5.3% |
| 3M | -19.1% | -10.4% | -8.7% | -16.1% |
| 6M | -32.6% | -19.4% | -13.2% | -27.8% |
| YTD | -40.7% | -17.1% | -23.6% | -37.1% |
| 1Y | -48.9% | -26.3% | -22.6% | -43.6% |
| 3Y | -59.2% | -9.9% | -49.4% | -58.0% |
| 5Y | -75.3% | +6.1% | -81.5% | -75.9% |
| 10Y | -23.1% | +230.8% | -253.9% | -48.3% |
| All | +5,900.4% | +34,001.5% | -28,101.0% | +955.8% |
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