+60.7%
SE vs LOW
+27.5%
+33.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.6% |
| 7D | -7.7% | +1.0% | -8.7% | -8.0% |
| 30D | -22.8% | +25.6% | -48.4% | -27.6% |
| 3M | -43.7% | +5.3% | -49.1% | -44.6% |
| 6M | -12.8% | +3.7% | -16.6% | -13.9% |
| YTD | -42.0% | -1.9% | -40.1% | -42.2% |
| 1Y | -48.0% | +0.6% | -48.6% | -48.6% |
| All | +60.7% | +27.5% | +33.3% | +81.9% |
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