-53.1%
TEAM vs LOW
+7.0%
-60.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.5% |
| 7D | -4.7% | -0.6% | -4.0% | -4.2% |
| 30D | +17.0% | -9.3% | +26.3% | +25.0% |
| 3M | +85.9% | -8.1% | +94.0% | +97.0% |
| 6M | +116.7% | -19.8% | +136.4% | +147.0% |
| YTD | +9.6% | -16.4% | +26.0% | +19.0% |
| 1Y | -2.5% | -24.7% | +22.1% | +15.1% |
| 3Y | -14.0% | -8.8% | -5.1% | -17.7% |
| 5Y | -53.1% | +7.8% | -60.9% | -56.6% |
| All | -53.1% | +7.0% | -60.1% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling