+2,771.1%
NOW vs LOW
+850.8%
+1,920.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.2% | -3.6% |
| 7D | -2.4% | -1.7% | -0.7% | -1.6% |
| 30D | +20.5% | -7.0% | +27.6% | +24.9% |
| 3M | +18.3% | -0.9% | +19.2% | +18.2% |
| 6M | +24.1% | -20.1% | +44.1% | +36.5% |
| YTD | -7.8% | -13.9% | +6.1% | -3.1% |
| 1Y | -21.4% | -21.1% | -0.3% | -13.8% |
| 3Y | +19.5% | -6.6% | +26.2% | +16.9% |
| 5Y | +4.1% | +9.4% | -5.3% | -6.2% |
| 10Y | +826.4% | +220.5% | +605.9% | +359.8% |
| All | +2,771.1% | +850.8% | +1,920.4% | +1,013.2% |
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