+196.3%
SE vs LOW
-8.4%
+204.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -0.1% | -10.1% | +10.0% | +3.2% |
| 3M | +34.1% | -2.9% | +37.0% | +35.1% |
| 6M | +23.2% | -19.4% | +42.6% | +31.0% |
| YTD | -11.2% | -15.4% | +4.3% | -7.3% |
| 1Y | -40.5% | -24.9% | -15.6% | -35.1% |
| 3Y | +196.3% | -7.8% | +204.1% | +264.1% |
| All | +196.3% | -8.4% | +204.7% | +264.1% |
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