+56.9%
ON vs LOW
+7.0%
+49.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | -1.9% | -0.6% | -1.3% | -1.4% |
| 30D | -11.0% | -9.3% | -1.8% | -5.1% |
| 3M | -39.3% | -8.1% | -31.3% | -36.7% |
| 6M | +19.8% | -19.8% | +39.6% | +37.3% |
| YTD | +31.1% | -16.4% | +47.4% | +44.0% |
| 1Y | +46.0% | -24.7% | +70.7% | +74.1% |
| 3Y | -27.5% | -8.8% | -18.7% | -27.9% |
| 5Y | +56.9% | +7.8% | +49.1% | +39.6% |
| All | +56.9% | +7.0% | +49.9% | +39.6% |
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