-20.1%
NVDL vs LOW
-0.5%
-19.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.5% | -13.6% | -5.1% |
| 7D | -14.0% | +15.6% | -29.6% | -12.8% |
| 30D | -31.2% | +28.6% | -59.8% | -30.3% |
| 3M | -15.5% | +5.8% | -21.3% | -13.3% |
| 6M | -10.3% | +3.8% | -14.1% | -7.0% |
| YTD | -5.8% | -2.8% | -3.0% | -1.7% |
| 1Y | -20.1% | -1.4% | -18.7% | -18.2% |
| All | -20.1% | -0.5% | -19.6% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling