+78.5%
SPY vs LOW
-8.4%
+86.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | +0.5% | +0.4% | +0.2% | +0.4% |
| 30D | -0.9% | -10.1% | +9.2% | +1.9% |
| 3M | +3.9% | -2.9% | +6.7% | +4.3% |
| 6M | +14.5% | -19.4% | +33.9% | +21.3% |
| YTD | +12.9% | -15.4% | +28.4% | +17.3% |
| 1Y | +19.4% | -24.9% | +44.3% | +29.0% |
| 3Y | +78.5% | -7.8% | +86.3% | +77.6% |
| All | +78.5% | -8.4% | +86.8% | +77.6% |
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 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