-48.8%
SE vs LOW
-0.5%
-48.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.5% | -3.0% | +3.0% |
| 7D | +6.7% | +15.6% | -9.0% | +3.9% |
| 30D | -17.2% | +28.6% | -45.8% | -21.0% |
| 3M | -28.0% | +5.8% | -33.9% | -28.8% |
| 6M | -6.1% | +3.8% | -9.9% | -7.0% |
| YTD | -37.1% | -2.8% | -34.3% | -35.3% |
| 1Y | -48.8% | -1.4% | -47.4% | -46.6% |
| All | -48.8% | -0.5% | -48.3% | -46.6% |
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 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