+102.8%
NOK vs LOW
+5.8%
+97.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +8.7% | -2.6% | +11.3% | +9.5% |
| 30D | +12.5% | -11.1% | +23.6% | +16.2% |
| 3M | -20.7% | -8.5% | -12.2% | -19.3% |
| 6M | +36.2% | -20.8% | +57.0% | +45.4% |
| YTD | +64.1% | -17.2% | +81.4% | +71.2% |
| 1Y | +132.4% | -24.7% | +157.1% | +151.8% |
| 3Y | +182.9% | -9.7% | +192.6% | +177.4% |
| 5Y | +102.8% | +6.0% | +96.8% | +77.0% |
| All | +102.8% | +5.8% | +97.0% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling