-66.3%
SE vs LOW
+7.0%
-73.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.4% |
| 7D | -3.6% | -0.6% | -3.0% | -3.3% |
| 30D | -5.3% | -9.3% | +4.0% | +0.6% |
| 3M | +28.1% | -8.1% | +36.2% | +34.2% |
| 6M | +20.7% | -19.8% | +40.4% | +37.0% |
| YTD | -14.8% | -16.4% | +1.6% | -6.9% |
| 1Y | -43.6% | -24.7% | -18.9% | -34.1% |
| 3Y | +184.2% | -8.8% | +193.0% | +174.1% |
| 5Y | -66.3% | +7.8% | -74.1% | -72.6% |
| All | -66.3% | +7.0% | -73.3% | -72.6% |
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