-17.0%
TEAM vs LOW
-9.4%
-7.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | -4.7% | -0.6% | -4.0% | -4.4% |
| 30D | +17.0% | -9.3% | +26.3% | +21.6% |
| 3M | +85.9% | -8.1% | +94.0% | +92.5% |
| 6M | +116.7% | -19.8% | +136.4% | +134.6% |
| YTD | +9.6% | -16.4% | +26.0% | +14.7% |
| 1Y | -2.5% | -24.7% | +22.1% | +8.5% |
| All | -17.0% | -9.4% | -7.6% | -18.8% |
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