+209.9%
ON vs LOW
+2,164.7%
-1,954.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | +2.4% | -1.7% | +4.2% | +3.5% |
| 30D | -3.3% | -7.0% | +3.8% | +0.7% |
| 3M | -43.6% | -0.9% | -42.7% | -44.2% |
| 6M | +19.0% | -20.1% | +39.0% | +33.1% |
| YTD | +37.4% | -13.9% | +51.3% | +46.3% |
| 1Y | +54.8% | -21.1% | +75.9% | +73.3% |
| 3Y | -25.2% | -6.6% | -18.5% | -24.7% |
| 5Y | +62.7% | +9.4% | +53.4% | +50.4% |
| 10Y | +574.3% | +220.5% | +353.8% | +236.3% |
| All | +209.9% | +2,164.7% | -1,954.8% | -52.0% |
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 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