+802.8%
TEAM vs LOW
+224.6%
+578.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.2% |
| 7D | -0.4% | -1.7% | +1.3% | +0.3% |
| 30D | +67.3% | -7.0% | +74.3% | +73.2% |
| 3M | +86.8% | -0.9% | +87.7% | +87.6% |
| 6M | +146.8% | -20.1% | +166.9% | +169.6% |
| YTD | +16.9% | -13.9% | +30.8% | +22.5% |
| 1Y | +12.8% | -21.1% | +33.9% | +23.1% |
| 3Y | -7.3% | -6.6% | -0.6% | -7.7% |
| 5Y | -50.7% | +9.4% | -60.1% | -53.6% |
| 10Y | +529.8% | +220.5% | +309.3% | +314.6% |
| All | +802.8% | +224.6% | +578.2% | +449.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling