+103.5%
NU vs LOW
-10.3%
+113.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -4.2% | -2.6% | -1.6% | -3.2% |
| 30D | +10.0% | -11.1% | +21.2% | +15.3% |
| 3M | +29.3% | -8.5% | +37.8% | +33.3% |
| 6M | +0.9% | -20.8% | +21.8% | +10.4% |
| YTD | -10.3% | -17.2% | +6.9% | -4.4% |
| 1Y | -3.2% | -24.7% | +21.6% | +7.2% |
| All | +103.5% | -10.3% | +113.8% | +117.0% |
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 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