+589.4%
SE vs LOW
+196.6%
+392.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.6% |
| 7D | -6.1% | -1.7% | -4.4% | -5.2% |
| 30D | -2.5% | -7.0% | +4.6% | +1.4% |
| 3M | +21.7% | -0.9% | +22.6% | +21.7% |
| 6M | +27.0% | -20.1% | +47.1% | +41.6% |
| YTD | -12.1% | -13.9% | +1.8% | -6.4% |
| 1Y | -40.9% | -21.1% | -19.8% | -34.5% |
| 3Y | +191.0% | -6.6% | +197.6% | +186.3% |
| 5Y | -68.3% | +9.4% | -77.6% | -71.2% |
| All | +589.4% | +196.6% | +392.8% | +291.2% |
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