-9.4%
T vs LOW
-0.8%
-8.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | -2.9% | +21.3% | -24.2% | -5.8% |
| 3M | -7.5% | +6.0% | -13.5% | -9.2% |
| 6M | -9.9% | +2.6% | -12.5% | -11.7% |
| YTD | -6.4% | -3.6% | -2.8% | -8.3% |
| 1Y | -9.4% | -1.0% | -8.4% | -11.5% |
| All | -9.4% | -0.8% | -8.6% | -11.5% |
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