-52.9%
NVO vs LOW
-10.2%
-42.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -7.6% | -3.7% | -3.8% | -6.6% |
| 30D | -6.0% | -8.9% | +2.9% | -3.5% |
| 3M | -0.8% | -10.4% | +9.6% | +2.0% |
| 6M | +16.5% | -19.4% | +35.9% | +22.9% |
| YTD | -11.1% | -17.1% | +6.0% | -7.0% |
| 1Y | -16.7% | -26.3% | +9.5% | -10.4% |
| 3Y | -52.9% | -9.9% | -43.0% | -49.7% |
| All | -52.9% | -10.2% | -42.7% | -49.7% |
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