+6.8%
NOW vs LOW
+9.5%
-2.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.2% | -3.6% |
| 7D | -2.4% | -1.7% | -0.7% | -1.5% |
| 30D | +20.5% | -7.0% | +27.6% | +25.0% |
| 3M | +18.3% | -0.9% | +19.2% | +18.2% |
| 6M | +24.1% | -20.1% | +44.1% | +37.6% |
| YTD | -7.8% | -13.9% | +6.1% | -3.2% |
| 1Y | -21.4% | -21.1% | -0.3% | -13.1% |
| 3Y | +19.5% | -6.6% | +26.2% | +13.7% |
| All | +6.8% | +9.5% | -2.7% | -12.0% |
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