-23.8%
SPOT vs LOW
-25.0%
+1.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.1% | -3.7% | +0.7% | -2.9% |
| 30D | +7.4% | -8.9% | +16.3% | +7.9% |
| 3M | +8.2% | -10.4% | +18.6% | +8.7% |
| 6M | +2.2% | -19.4% | +21.6% | +3.1% |
| YTD | -9.5% | -17.1% | +7.7% | -4.5% |
| 1Y | -23.8% | -26.3% | +2.4% | -17.5% |
| All | -23.8% | -25.0% | +1.2% | -17.5% |
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